The Asian rice gall midge (Orseolia oryzae (Wood-Mason)) is a major insect pest in rice cultivation. Therefore, development of a reliable system for the timely prediction of this insect would be a valuable tool in pest management. In this study, occurring between the period from 2013–2018: (i) gall midge populations were recorded using a light trap with an incandescent bulb, and (ii) climatological parameters (air temperature, air relative humidity, rainfall and insulations) were measured at four intensive rice cropping agroecosystems that are endemic for gall midge incidence in India. In addition, weekly cumulative trapped gall midge populations and weekly averages of climatological data were subjected to count time series (Integer-valued Generalized Autoregressive Conditional Heteroscedastic—INGARCH) and machine learning (Artificial Neural Network—ANN, and Support Vector Regression—SVR) models. The empirical results revealed that the ANN with exogenous variable (ANNX) model outperformed INGRACH with exogenous variable (INGRCHX) and SVR with exogenous variable (SVRX) models in the prediction of gall midge populations in both training and testing data sets. Moreover, the Diebold–Mariano (DM) test confirmed the significant superiority of the ANNX model over INGARCHX and SVRX models in modeling and predicting rice gall midge populations. Utilizing the presented efficient early warning system based on a robust statistical model to predict the build-up of gall midge population could greatly contribute to the design and implementation of both proactive and more sustainable site-specific pest management strategies to avoid significant rice yield losses.