Behavioural processes like those in sports, motor activities or rehabilitation are often the object of optimization methods. Such processes are often characterized by a complex structure. Measurements considering them may produce a huge amount of data. It is an interesting challenge not only to store these data, but also to transform them into useful information. Artificial Neural Networks turn out to be an appropriate tool to transform abstract numbers into informative patterns that help to understand complex behavioural phenomena. The contribution presents some basic ideas of neural network approaches and several examples of application. The aim is to give an impression of how neural methods can be used, especially in the field of sport.