High energy consumption in size reduction operations is one of the most significant issues concerning the sustainability of raw material beneficiation. Thus, process optimization should be done to reduce energy consumption. This study aimed to investigate the applicability of artificial neural networks (ANNs) to predict the particle size distributions (PSDs) of mill products. PSD is one of the key sources of information after milling since it significantly affects the subsequent beneficiation processes. Thus, precise PSD prediction can contribute to process optimization and energy consumption reduction by avoiding over-grinding. In this study, coal particles (−2 mm) were ground with a rod mill under different conditions, and their PSDs were measured. The variables studied included volume% (vol.%) of feed (coal particle), vol.% rod load, and grinding time. Our supervised ANN models were developed to predict PSDs and trained by experimental data sets. The trained models were verified with the other experimental data sets. The results showed that the PSDs predicted by ANN fitted very well with the experimental data after the training. Root mean squared error (RMSE) was calculated for each milling condition, with results between 0.165 and 0.965. Also, the developed ANN models can predict the PSDs of ground products under different milling conditions (i.e., vol.% feed, vol.% rod load, and grinding time). The results confirmed the applicability of ANNs to predict PSD and, thus the potential contribution to reducing energy consumption by optimizing the grinding conditions.