We present single‐column gravity wave parameterizations (GWPs) that use machine learning to emulate non‐orographic gravity wave (GW) drag and demonstrate their ability to generalize out‐of‐sample. A set of artificial neural networks (ANNs) are trained to emulate the momentum forcing from a conventional GWP in an idealized climate model, given only one view of the annual cycle and one phase of the Quasi‐Biennial Oscillation (QBO). We investigate the sensitivity of offline and online performance to the choice of input variables and complexity of the ANN. When coupled with the model, moderately complex ANNs accurately generate full cycles of the QBO. When the model is forced with enhanced CO2, its climate response with the ANN matches that generated with the physics‐based GWP. That ANNs can accurately emulate an existing scheme and generalize to new regimes given limited data suggests the potential for developing GWPs from observational estimates of GW momentum transport.