To evaluate the health effects of wildfire smoke, it is crucial to identify reliable models, at fine spatiotemporal resolution, of exposure to wildfire-generated PM2.5. To this end, satellite-drived aerosol optical depth (AOD) measurements are widely used in exposure models, providing long and short-term PM2.5 predictions. Multiple regression models, specifically land use regression (LUR), incorporating AOD images have shown good potential for estimating long-term PM2.5 exposure, but less so for short-term predictions. In this study, we developed artificial neural networks (ANNs) and, in particular, multilayer perceptron (MLP) by integrating ground-based PM2.5 measurements with AOD images and meteorological and spatial variables. Moreover, we used spatial- and temporal-ANNs to investigate and compare the ANNs’ ability to predict different PM2.5 concentration levels caused by abrupt spatial and temporal changes in fire smoke. The study herein analyzes and compares the viability of previously established neural network approaches in predicting short-term PM2.5 exposure during the 2014–2017 wildfire seasons in the province of Alberta, Canada. The performance of ANNs is also compared to classical models, including simple correlation (PM2.5 vs. AOD) and multiple linear regression (MLR) including meteorological and land-use predictors (MET_AOD_LUR). Our study shows that ANN achieved a 15% to 113% R2 increase compared to competing models.