The pandemic generated by COVID-19 affected people's mental health, generating mental disorders such as depression. The aim of this chapter is to present an Artificial Neuronal Network (ANN) application to predict the prevalence of major depressive disorder in university students. The answers of a survey with Likert-type questions applied to a sample of 833 Colombian university students were used. The survey sought to measure the perception about aspects related to the pandemic and confinement; information from the media, economic factors, quality of family relationships, emotional changes and aspects related to remote education. The "Backpropagation" training technique, the sigmoid activation function, and the neuralnet package of the Rcran 3.0.3 software were used. In total, ANN correctly predicted 85% of the cases in the test sample, which allowed us to conclude that it is correct in predicting the prevalence of major depressive disorder.