This paper presents a comparative study between Bayesian Neural Network (BNN), classical Neural Network (NN) and empirical models for estimating the daily global solar irradiation (DGSR). An experimental meteorological database from 1998 to 2002 at Al-Madinah (Saudi Arabia) has been used. Four input parameters have been employed: air temperature, relative humidity, sunshine duration and extraterrestrial irradiation. Automatic relevance determination (ARD) method has investigated in order to select the optimum input parameters of the NN. Results show that the BNN performs better that other NN structures and empirical models. (C) 2012 Elsevier Ltd. All rights reserved.