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Deep neural networks (DNNs) are playing key roles in various artificial intelligence applications such as image classification and object recognition. However, a growing number of studies have shown that there exist adversarial examples in DNNs, which are almost imperceptibly different from original samples, but can greatly change the network output. Existing white-box attack algorithms can generate powerful adversarial examples. Nevertheless, most of the algorithms concentrate on how to iteratively make the best use of gradients to improve adversarial performance. In contrast, in this paper, we focus on the properties of the widely-used ReLU activation function, and discover that there exist two phenomena (i.e., wrong blocking and over transmission) misleading the calculation of gradients in ReLU during the backpropagation. Both issues enlarge the difference between the predicted changes of the loss function from gradient and corresponding actual changes, and mislead the gradients which results in larger perturbations. Therefore, we propose a universal adversarial example generation method, called ADV-ReLU, to enhance the performance of gradient based white-box attack algorithms. During the backpropagation of the network, our approach calculates the gradient of the loss function versus network input, maps the values to scores, and selects a part of them to update the misleading gradients. Comprehensive experimental results on \emph{ImageNet} demonstrate that our ADV-ReLU can be easily integrated into many state-of-the-art gradient-based white-box attack algorithms, as well as transferred to black-box attack attackers, to further decrease perturbations in the ${\ell _2}$-norm.