Many researchers spent much effort on the online power management strategies for plug-in hybrid vehicles (PHEVs) and hybrid electric vehicles (HEVs). Nowadays, artificial neural networks (ANNs), one of the machine learning techniques, have also been applied to this problem due to their good performance in learning non-linear and complicated multi-inputs multi-outputs (MIMO) dynamic systems. In this paper, an ANN is applied to the online power management for a plug-in hybrid electric vehicle (PHEV) by predicting the torque split between an internal combustion engine (ICE) and an electric motor (e-Motor) to optimize the greenhouse gas (GHG) emissions by using dynamic programming (DP) results as training data. Dynamic programming can achieve a global minimum solution while it is computationally intensive and requires prior knowledge of the entire drive cycle. As such, this method cannot be implemented in real-time. The DP-based ANN controller can get the benefit of using an ANN to fit the DP solution so that it can be implemented in real-time for an arbitrary drive cycle. We studied the hyper-parameters’ effects on the ANN model and different structures of ANN models are compared. The minimum training mean square error (MSE) models in each comparison set are selected for comparison with DP and equivalent consumption minimization strategy (ECMS). The total GHG emissions and state of charge (SOC) are the metrics used for the analysis and comparison. All the selected ANNs provide results that are comparable to the optimal DP solution, which indicates that ANNs are almost as good as the DP solution. It is found that the multiple hidden-layer ANN shows more efficiency in the training process than the single hidden-layer ANN. By comparing the results with ECMS, the ANN shows great potential in real-time application with the smallest deviation from the results of DP. In addition, our approach does not require any additional trip information, and its output (torque split) is more directly implementable on real vehicles.