This study aims the modeling and simulation of the direct extrusion process and determination of optimal process parameters using Finite Element Method (FEM) and Artificial Neural Network (ANN) cooperatively. First, the die set has been designed for direct extrusion of an aluminum rod and its numerical simulation has been prepared by mean of ABAQUS/EXPLITIC finite element code. So, both the values of the process parameters according to extrusion load and the critical stress values have been determined. After, the ANN model of the process has been developed under MATLAB and has been trained with the results of finite element simulations. Also, the optimization software which can run together the ANN model has been developed and has been used to determine the optimum process parameters.