Extreme sea level events, resulting from the confluence of tides and storm surges, pose a significant threat to coastal populations and economies. The escalating risks associated with these events are exacerbated by climate change, manifesting in heightened storm intensity, increased frequency, and rising sea levels. Precise estimation of the probability of extreme storm surges is crucial for effective coastal management and adaptation. However, utilizing historical storm data is challenging due to data scarcity and the imperative to consider potential non-stationarity induced by climate change in predicting such events. This study addresses these challenges by introducing two neural network-based machine learning systems: a Multilayer Perceptron (MLP) and a Long Short-Term Memory (LSTM). Leveraging local and remote atmospheric and oceanic conditions, these systems project storm surges until 2060, incorporating climate projections. Trained and evaluated using sea level data from Imbetiba Port in Macaé, Rio de Janeiro, Brazil, the models utilize dynamic regionalization data from the RegCM4 and WW3 models, forced by HadGEM2-ES and MPI climate models. Both neural network models exhibited similar performance patterns, demonstrating high agreement in predicting storm surge heights with a 100-year return value, based on Imbetiba Port data. Projections utilized peaks-over-threshold (POT) methods, and extremes were calculated using a generalized Pareto distribution (GPD). Long-term projections indicated a 28 % increase (MLP ANN) and a substantial 70 % increase (LSTM RNN) in estimating extreme values, surpassing the observed storm surge of 0.67 m. Projected mean values were 0.86 m for the MLP network and 1.15 m for the LSTM network, providing valuable insights into the potential amplification of extreme sea level events in the studied region.