As the time spent by people indoors continues to significantly increase, much attention has been paid to indoor air quality. While many IAQ studies have been conducted through field measurements, the use of data-driven techniques such as machine learning has been increasingly used for the prediction of indoor air pollutants. For the present study, the concentrations of indoor air pollutants such as CO₂, PM_2.5, and VOCs in child daycare centers were predicted by using an artificial neural network model with three different training algorithms including Levenberg–Marquardt, Bayesian regularization, and Broyden–Fletcher–Goldfarb–Shanno quasi-Newton methods. For training and validation, data of indoor pollutants measured in child daycare facilities over a 1-month period were used. The results showed all the models produced a good performance for the prediction of indoor pollutants compared with the measured data. Among the models, the prediction by the LM model met the acceptable criteria of ASHRAE guideline 14 under all conditions. It was observed that the prediction performance decreased as the number of hidden layers increased. Moreover, the prediction performance was differed by the type of indoor pollutant. This was caused by patterns observed in the measured data. Considering the outcomes of the study, better prediction results can be obtained through the selection of suitable prediction models for time series data as well as the adjustment of training algorithms.