Copy number variations are important in the detection and progression of significant tumors and diseases. Recently, Whole Exome Sequencing is gaining popularity with copy number variations detection due to low cost and better efficiency. In this work, we developed VEGAWES for accurate and robust detection of copy number variations on WES data. VEGAWES is an extension to a variational based segmentation algorithm, VEGA: Variational estimator for genomic aberrations, which has previously outperformed several algorithms on segmenting array comparative genomic hybridization data.