Advancement of the novel models for time-series prediction of COVID-19 is of utmost importance. Machine learning (ML) methods have recently shown promising results. The present study aims to engage an artificial neural network-integrated by grey wolf optimizer for COVID-19 outbreak predictions by employing the Global dataset. Training and testing processes have been performed by time-series data related to January 22 to September 15, 2020 and validation has been performed by time-series data related to September 16 to October 15, 2020. Results have been evaluated by employing mean absolute percentage error (MAPE) and correlation coefficient (r) values. ANN-GWO provided a MAPE of 6.23, 13.15 and 11.4% for training, testing and validating phases, respectively. According to the results, the developed model could successfully cope with the prediction task.