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The recent monkeypox outbreak has become a public health concern due to its rapid spread in more than 40 countries outside Africa. Clinical diagnosis of monkeypox in an early stage is challenging due to its similarity with chickenpox and measles. In cases where the confirmatory Polymerase Chain Reaction (PCR) tests are not readily available, computer-assisted detection of monkeypox lesions could be beneficial for surveillance and rapid identification of suspected cases. Deep learning methods have been found effective in the automated detection of skin lesions, provided that sufficient training examples are available. However, as of now, such datasets are not available for the monkeypox disease. In the current study, we first develop the ``Monkeypox Skin Lesion Dataset (MSLD)" consisting skin lesion images of monkeypox, chickenpox, and measles. The images are mainly collected from websites, news portals, and publicly accessible case reports. Data augmentation is used to increase the sample size, and a 3-fold cross-validation experiment is set up. In the next step, several pre-trained deep learning models, namely, VGG-16, ResNet50, and InceptionV3 are employed to classify monkeypox and other diseases. An ensemble of the three models is also developed. ResNet50 achieves the best overall accuracy of $82.96(\pm4.57\%)$, while VGG16 and the ensemble system achieved accuracies of $81.48(\pm6.87\%)$ and $79.26(\pm1.05\%)$, respectively. A prototype web-application is also developed as an online monkeypox screening tool. While the initial results on this limited dataset are promising, a larger demographically diverse dataset is required to further enhance the generalizability of these models.