In this work, neural networks are built and trained to be used in a predictive control scheme for the aluminum electrolytic cell. An efficient control of the cell requires the knowledge of predicted future values of the decision variables in order to enable the standard (nonpredictive) control logic to take anticipated actions to prevent the anode effect, a destabilizing event occurring during cell operation. The networks are first trained on data obtained from a computer simulator of the cell prior to undergoing further on-line learning. Trained to predict the cell resistance and the resistance's trend indicators, the networks are applied to the control of cells in different cell states, with a view to preventing anode effects, the latter being deliberately induced by reducing the alumina feed rate or reducing the feeding frequency and duration. Results show that, with neural-predictive control, anode effects can be avoided, which should result in increased thermal stability, decreased power consumption, and reduced fluoride emissions. Further, the on-line learning capacity of the networks offers a good perspective for their application to other complex industrial processes as well.