The building-integrated photovoltaic (BIPV) system is provoking mention as a technology for generating the energy consumed in cities with renewable sources. As the number of BIPV systems increases, performance diagnosis through power-generation predictions becomes more essential. In the case of a colored BIPV module that has been installed on a wall, it is more difficult to predict the amount of power generation because the shading loss varies based on the entrance altitude of the irradiance. Recently, artificial intelligence technology that is able to predict power by learning the output data of the system has begun being used. In this paper, the power values of colored BIPV systems that have been installed on walls are predicted, and the system output values are compared. The current-voltage (I–V) curve data are measured to predict the power required changing the intensity of the irradiance, and the linear regression model is derived for the changes in the voltage and current at a maximum power operating point and during irradiance changes. To improve the power prediction accuracy by considering the shading loss of colored BIPVs, a new model is proposed via neural network machine learning (ML). In addition, the accuracy of the proposed prediction models is evaluated by comparing the metrics such as RMSE, MAE, and R². As a result of testing the linear regression model and the proposed ML model, the R² values for the voltage and current values of the proposed ML model were 5% higher for voltage and 2% higher for current. From this result, the proposed ML model of the RMSE about real power improved by more than 50% (0.0754 kW) compared to the simulation model (0.1581 KW). The proposed model demonstrates high-accuracy power estimations and is expected to help diagnose the performance of BIPV systems with colored modules.