Due to its extensive applications in different contexts, moving target tracking has become a hot topic in the last years, above all in the military field. Specifically, missile tracking research received a great effort, mainly for its importance in terms of security and safety. Herein, traditional solutions, e.g. Interacting Multiple Model (IMM) based on the Kalman estimation theory, achieve good performance under the main restrictive assumption of the a priori knowledge of the target model, so neglecting the unavoidable presence of model uncertainties and limiting the achievable tracking accuracy only by the presence of the measurement noise. With the specific aim of overcoming this narrowness, this work investigates the capability of deep neural networks in predicting the missile maneuvering trajectories in a model-free fashion. The idea is to leverage the Long-Short Term Memory (LSTM) net due to its excellent capability in learning long-term dependencies of temporal information. Two different LSTM-based architectures have been hence designed to predict both position and velocity of a missile using raw and noisy measurements provided by a realistic radar system, exploiting a large database abundant of realistic off-line data. Training results and theoretical derivations are verified through non-trivial scenarios in order to assess the capability of predicting unknown and realistic 3D missile maneuvers. Finally, the proposed approach has been also compared with a performing model-based IMM algorithm, suitably tuned to deal with realistic missile maneuvers, confirming the excellent generalization abilities of the developed data-driven architectures for different datasets.