The increasing trend in energy demand is higher than the one from renewable generation, in the coming years. One of the greatest sources of consumption are buildings. The energy management of a building by means of the production of photovoltaic energy in situ is a common alternative to improve sustainability in this sector. An efficient trade-off of the photovoltaic source in the fields of Zero Energy Buildings (ZEB), nearly Zero Energy Buildings (nZEB) or MicroGrids (MG) requires an accurate forecast of photovoltaic production. These systems constantly generate data that are not used. Artificial Intelligence methods can take advantage of this missing information and provide accurate forecasts in real time. Thus, in this manuscript a comparative analysis is carried out to determine the most appropriate Artificial Intelligence methods to forecast photovoltaic production in buildings. On the one hand, the Machine Learning methods considered are Random Forest (RF), Extreme Gradient Boost (XGBoost), and Support Vector Regressor (SVR). On the other hand, Deep Learning techniques used are Standard Neural Network (SNN), Recurrent Neural Network (RNN), and Convolutional Neural Network (CNN). The models are checked with data from a real building. The models are validated using normalized Mean Bias Error (nMBE), normalized Root Mean Squared Error (nRMSE), and the coefficient of variation (R²). Standard deviation is also used in conjunction with these metrics. The results show that the models forecast the test set with errors of less than 2.00% (nMBE) and 7.50% (nRMSE) in the case of considering nights, and 4.00% (nMBE) and 11.50% (nRMSE) if nights are not considered. In both situations, the R² is greater than 0.85 in all models.