A prediction method for determining the welding residual stress by artificial neural network is proposed. A three-dimensional transient thermomechanical analysis has been performed for the CO$_{2}$ arc welding using the finite element method. The first part of numerical analysis performs a three-dimensional transient heat transfer analysis, and the second part then uses the results of the first part and performs a three-dimensional transient thermo-elastic-plastic analysis to compute transient and residual stresses in the weld. Data from the finite element method are used to train a backpropagation neural network to predict the residual stress. Architecturally, the fully interconnected network consists of an input layer for the voltage and current, a hidden layer to accommodate the ailure mechanism mapping, and an output layer for the residual stress. The trained network is then applied to the prediction of residual stress in the four specimens. It is concluded that the accuracy of the neural network predicting method is fully comparable with the accuracy achieved by the traditional predicting method.