Software Defined Network (SDN) is a programmable network architecture that provides innovative solutions to the problems of the traditional networks. Congestion control is still an uncharted territory for this technology. In this work, a congestion prediction scheme has been developed by using neural networks. Minimum Redundancy Maximum Relevance (mRMR) feature selection algorithm was performed on the data collected from the OMNET++ simulation. The novelty of this study also covers the implementation of mRMR in an SDN congestion prediction problem. After evaluating the relevance scores, two highest ranking features were used. On the learning stage Nonlinear Autoregressive Exogenous Neural Network (NARX), Nonlinear Autoregressive Neural Network, and Nonlinear Feedforward Neural Network algorithms were executed. These algorithms had not been used before in SDNs according to the best of the authors knowledge. The experiments represented that NARX was the best prediction algorithm. This machine learning approach can be easily integrated to different topologies and application areas.