Researchers and scientists have been conducting plenty of research on COVID-19 since its outbreak. Healthcare professionals, laboratory technicians, and front-line workers like sanitary workers, data collectors are putting tremendous efforts to avoid the prevalence of the COVID-19 pandemic. Currently, the reverse transcription polymerase chain reaction (RT-PCR) testing strategy determines the COVID-19 virus. This RT-PCR processing is more expensive and induces violation of social distancing rules, and time-consuming. Therefore, this research work introduces generative adversarial network deep learning for quickly detect COVID-19 from speech signals. This proposed system consists of two stages, pre-processing and classification. This work uses the least mean square (LMS) filter algorithm to remove the noise or artifacts from input speech signals. After removing the noise, the proposed generative adversarial network classification method analyses the mel-frequency cepstral coefficients features and classifies the COVID-19 signals and non-COVID-19 signals. The results show a more prominent correlation of MFCCs with various COVID-19 cough and breathing sounds, while the sound is more robust between COVID-19 and non-COVID-19 models. As compared with the existing Artificial Neural Network, Convolutional Neural Network, and Recurrent Neural Network, the proposed GAN method obtains the best result. The precision, recall, accuracy, and F-measure of the proposed GAN are 96.54%, 96.15%, 98.56%, and 0.96, respectively.