The paper presents an artificial neural network-optimization hybrid model to predict and optimize penetration depth of CO2 LASER-MIG hybrid welding used for 5005 Al-Mg alloy. The input welding parameters are power, focal distance from the work piece surface, torch angle, and the distance between the laser and the welding torch. The model combines single hidden layer back propagation artificial neural networks (ANN) with Bayesian regularization for prediction and quasi-Newton search algorithm for optimization. In this method, training and prediction performance of different ANN architectures are initially tested, and the architecture with the best performance is further used for optimization. Finally, the best ANN architecture is found to show much better prediction capability compared to a regression model developed from the experimental data.