The air quality of Macau is deteriorating in the recent years due to the rapid economic and population growth of itself and its surrounding areas. One of the main air pollutant which is of great concern to Macau, as well as to many urban cities in the world, is sulfur dioxide (SO). In view of the yearly averaged SO concentration, it is found that Macau may be classified as an uncontaminated area. Nevertheless, the daily averaged SO concentrations of the year 1995 show that 39% of the last 3-month values recorded at A. Preta exceeded the Chinese primary standard, and it is selected as the representing period for the investigation of SO pollution in Macau. Using just the records of the past month, a three-layered feed-forward artificial neural networks is developed to predict the daily SO concentration 5 days in advance. The results show that the accuracy of the ANN model is within 14.45% and 13.71% for two testing periods, respectively. The promising results indicate that the ANN could be used to develop efficient air-quality analysis and prediction models in the future.