This paper presents an adaptive network-based fuzzy inference system-stochastic frontier analysis (ANFIS-SFA) approach for long-term natural gas (NG) consumption prediction and analysis of the behavior of NG consumption. The proposed models consist of input variables of Gross Domestic Product (GDP) and population (POP). Six distinct models based on different inputs are defined. All of trained ANFIS are then compared with respect to mean absolute percentage error (MAPE). To meet the best performance of the intelligent based approaches, data are pre-processed (scaled) and finally the outputs are post-processed (returned to its original scale). To show the applicability and superiority of the integrated ANFIS-SFA approach, gas consumption in four Middle Eastern countries i.e. Bahrain, Saudi Arabia, Syria, and United Arab Emirates is forecasted and analyzed based on the data of the time period 1980-2007. With the aid of autoregressive model, GDP and population are projected for the period 2008-2015. These projected data are used as the input of ANFIS model to predict the gas consumption in the selected countries for 2008-2015. SFA is then used to examine the behavior of gas consumption in the past and also to make insights for the forthcoming years. The ANFIS-SFA approach is capable of dealing with complexity, uncertainty, and randomness as well as several other unique features discussed in this paper. (C) 2011 Elsevier Ltd. All rights reserved.