The purpose of this research is to use a wavelet neural network (WNN) and stochastic gradient algorithm (SGA) to predict the performance and exhaust emissions of a compression ignition engine with nanoparticles-diesel fuel. The percentage of the additive of nanoparticles to the fuel ranges between 20 and 80 ppm. A model of WNN has been applied in order to predict the relationship between the power, fuel consumption (FC), specific fuel consumption (SFC), CO, NOx, and HC with the amount of nano particles at different speeds. The input variables are of two parameters (the percentage of nanoparticles and engine speed), while the output variables are of six parameters (power, FC, SFC, CO, NOx, and HC). In this work, considering the characteristics of the utilized wavelet function and application of the SGA method, satisfactory results were obtained in prediction of exhaust emissions and performance of the target engine. In addition, two common artificial neural networks (ANNs) (back propagation (BP) and non-linear autoregressive with exogenous input (NARX)) were used in predicting the performance of internal combustion engines compared with WNN results. Therefore, evaluation results of these three networks showed that the WNN with the SGA are very accurate and useful method to perform the prediction and model nonlinear phenomena of internal combustion engines. (C) 2017 Elsevier Ltd. All rights reserved.