COVID-19 has spread to more than a hundred countries worldwide since the first case reported in late 2019 in Wuhan, China. As one of the countries affected by the spread of COVID-19 cases, the local government of Malaysia has issued several policies to reduce the spread of this outbreak. One of the measures taken by the Malaysian government, namely the Movement Control Order, has been carried out since March 18, 2020. In order to provide precise information to the government so that it can take the appropriate measures, many researchers have attempted to predict and create the model for these cases to identify the number of cases each day and the peak of this pandemic. Therefore, hospitals and health workers can anticipate a surge in COVID-19 patients. In this research, confirmed, recovered, and death cases prediction was performed using the neural network as one of the machine learning methods with high accuracy. The neural network model used is the Multi-Layer Perceptron, Neural Network Auto-Regressive, and Extreme Learning Machine. The three models calculated the average percentage error (APE) values for 7 days and obtained APE values for most cases less than 10%; only 1 case in the last day of one method had an APE value of approximately 11%. Furthermore, based on the best model, then the forecast is made for the next 7 days. In conclusion, this study identified that the MLP model is the best model for 7-step ahead forecasting for confirmed, recovered, and death cases in Malaysia. However, according to the result of testing data, the ELM performs better than the MLP model.