Shape Memory Alloys (SMAs) are used to design actuators, which are one of the most fascinating applications of SMA. Usually, they are on-off actuators because, in the case of continuous actuators, the nonlinearity of their characteristics is the problem. The main problem, especially in control systems in these actuators, is a hysteretic loop. There are many models of hysteresis, but from a control theory point of view, they are not helpful. This study used an artificial neural network (ANN) to model the SMA actuator hysteresis. The ANN structure and training method are presented in the paper. Data were generated from the Preisach model for training. This approach allowed for quick and controllable data generation, making experiments thoroughly planned and repeatable. The advantage and disadvantage of this approach is the lack of disturbances. The paper's main goal is to model an SMA actuator. Additionally, it explores whether and how an ANN can describe and model the hysteresis loop. A literature review shows that ANNs are used to model hysteresis, but to a limited extent; this means that the hysteresis loop was modelled with a hysteretic element.