In this study, an artificial neural network (ANN) was employed to predict the contact fatigue life of alloy cast steel rolls (ACSRs) as a function of alloy composition, heat treatment parameters, and contact stress by utilizing the back-propagation algorithm. The ANN was trained and tested using experimental data and a very good performance of the neural network was achieved. The well-trained neural network was then adopted to predict the contact fatigue life of chromium alloyed cast steel rolls with different alloy compositions and heat treatment processes. The prediction results showed that the maximum value of contact fatigue life was obtained with quenching at 960 °C, tempering at 520 °C, and under the contact stress of 2355 MPa. The optimal alloy composition was C-0.54, Si-0.66, Mn-0.67, Cr-4.74, Mo-0.46, V-0.13, Ni-0.34, and Fe-balance (wt.%). Some explanations of the predicted results from the metallurgical viewpoints are given. A convenient and powerful method of optimizing alloy composition and heat treatment parameters of ACSRs has been developed.