In this study, the ANN approach was applied to analyze COVID-19 mortality in Bangladesh. The employed data covers the period 1 January 2020-20 April 2021 and the out-of-sample period ranges over the period 21 April-31 August 2021. The residuals and forecast evaluation criteria (Error, MSE and MAE) of the applied model indicate that the model is quite stable. The results of the study indicate that daily COVID-19 deaths in Bangladesh are likely to decline significantly over the out-of-sample period. However, there is still need for the government of Bangladesh to ensure adherence to safety guidelines while continuing to create awareness about the COVID-19 pandemic and to speed up COVID-19 vaccination.