Nonlinear frequency division multiplexing (NFDM) has been shown to be promising in overcoming the fiber Kerr nonlinearity limit. In multiple-eigenvalue modulated NFDM systems, the transmission capacity increases with the number of modulated eigenvalues. However, as the number of modulated eigenvalues increases, the complexities of the signal waveform and the nonlinear Fourier transform (NFT) algorithm for demodulation increase dramatically as well, while the accuracy drops significantly. Meanwhile, impairments such as amplifier spontaneous emission noise and phase noise in practical channels would perturb the eigenvalues and the corresponding nonlinear spectra during transmission. Coupled with an increase in the modulation format order, it is difficult for NFT algorithm-based receivers to recover information. To enable the use of multiple-eigenvalue modulated NFDM systems, we propose an innovative receiver based on regression neural networks (NNs), which can demodulate information correctly for both single- and dual-polarization NFDM systems. The results show that it has strong robustness and has a certain tolerance to the impairments of communication systems. In the contrast that the poor demodulation performance of the NFT and the Euclidean minimum distance (MD) receivers for multi-eigenvalue modulated NFDM systems, our proposed NN receiver can achieve low bit error rate with 2 GBaud 16QAM modulation over 1,000 km transmission in four-eigenvalue modulated single-polarization NFDM systems. The performance of three receivers (NFT, MD and NN) in a two-eigenvalue modulated NFDM system are also compared, the NN receiver shows the best performance and appears more suitable for higher-order modulation formats.