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The management of blood glucose levels is critical in the care of Type 1 diabetes subjects. In extremes, high or low levels of blood glucose are fatal. To avoid such adverse events, there is the development and adoption of wearable technologies that continuously monitor blood glucose and administer insulin. This technology allows subjects to easily track their blood glucose levels with early intervention without the need for hospital visits. The data collected from these sensors is an excellent candidate for the application of machine learning algorithms to learn patterns and predict future values of blood glucose levels. In this study, we developed artificial neural network algorithms based on the OhioT1DM training dataset that contains data on 12 subjects. The dataset contains features such as subject identifiers, continuous glucose monitoring data obtained in 5 minutes intervals, insulin infusion rate, etc. We developed individual models, including LSTM, BiLSTM, Convolutional LSTMs, TCN, and sequence-to-sequence models. We also developed transfer learning models based on the most important features of the data, as identified by a gradient boosting algorithm. These models were evaluated on the OhioT1DM test dataset that contains 6 unique subject’s data. The model with the lowest RMSE values for the 30- and 60-minutes was selected as the best performing model. Our result shows that sequence-to-sequence BiLSTM performed better than the other models. This work demonstrates the potential of artificial neural networks algorithms in the management of Type 1 diabetes.