This paper presents an approach for the optimal heating load Identification using Diagonal Recurrent Neural Networks(DRNN). In this paper, the DRNN captures the dynamic nature of a system and since it is not fully connected, training is much faster than a fully connected recurrent neural network. The architecture of DRNN is a modified model of the fully connected recurrent neural network with one hidden layer. The hidden layer is comprised of self-recurrent neurons, each feeding its output only into itself. In this study, A dynamic backpropagation (DBP) with delta-bar-delta learning method is used to train an optimal heating load identifier. Delta-bar-delta learning method is an empirical method to adapt the learning rate gradually during the training period in order to improve accuracy in a short time. The simulation results based on experimental data show that the proposed model is superior to the other methods in most cases, in regard of not only learning speed but also identification accuracy.