The problem addressed in this work is the enhancement of energy efficiency in buildings, primarily focused on heating control. The paper highlights the importance of addressing this challenge, given that HVAC systems are responsible for over 60% of total energy consumption in buildings, making them the largest energy consumers in both the residential and nonresidential sectors. This paper presents a methodology for developing a model predictive control (MPC) system based on artificial neural network (ANN) models, with the aim of improving the energy efficiency of buildings. This approach involves the creation of a training dataset using dynamic thermal simulation tools, enabling the learning of the ANN model that is responsible for predicting future states within an MPC optimization loop. Additionally, the implementation leverages advanced technologies such as Field-Programmable Gate Arrays (FPGAs), specifically the PYNQ board, Wi-Fi modules, and MQTT communication to enhance scalability, deployment, and adaptability. The study evaluates the proposed Neural Network Model Predictive Control (NNMPC) strategy implemented on the PYNQ, reporting a substantial reduction of 38.53% in heating energy consumption in buildings compared to a basic On/Off control approach for 24-hour simulation. This outcome underscores the solutions significant potential for energy savings in building heating systems.