The present study elaborates the suitability of the artificial neural network (ANN) and adaptive neuro-fuzzy interface system (ANFIS) to predict the thermal performances of the thermoelectric generator system for waste heat recovery. Six ANN models and seven ANFIS models are formulated by considering hot gas temperatures and voltage load conditions as the inputs to predict current, power, and thermal efficiency of the thermoelectric generator system for waste heat recovery. The ANN model with the back-propagation algorithm, the Levenberg–Marquardt variant, Tan-Sigmoidal transfer function and 25 number of hidden neurons is found to be an optimum model to accurately predict current, power and thermal efficiency. For current, power and thermal efficiency, the ANFIS model with pi-5 or gauss-5-membership function is recommended as the optimum model when the prediction accuracy is important while the ANFIS model with gbell-3-membership function is suggested as the optimum model when the prediction cost plays a crucial role along with the prediction accuracy. The proposed optimal ANN and ANFIS models present higher prediction accuracy than the coupled numerical approach.