Background: Artificial neural networks (ANN) mimic the function of the human brain and are capable of performing massively parallel computations for data processing and knowledge representation. ANN can capture nonlinear relationships between predictors and responses and can adaptively learn complex functional forms, in particular, for situations where conventional regression models are ineffective. In a previous study, ANN with Bayesian regularization outperformed a benchmark linear model when predicting milk yield in dairy cattle or grain yield of wheat. Although breeding values rely on the assumption of additive inheritance, the predictive capabilities of ANN are of interest from the perspective of their potential to increase the accuracy of prediction of molecular breeding values used for genomic selection. This motivated the present study, in which the aim was to investigate the accuracy of ANN when predicting the expected progeny difference (EPD) of marbling score in Angus cattle. Various ANN architectures were explored, which involved two training algorithms, two types of activation functions, and from 1 to 4 neurons in hidden layers. For comparison, BayesC pi models were used to select a subset of optimal markers (referred to as feature selection), under the assumption of additive inheritance, and then the marker effects were estimated using BayesCp with p set equal to zero. This procedure is referred to as BayesCpC and was implemented on a high-throughput computing cluster.