Accurate models for heat load prediction are essential to the operation and planning of a utility company. Load prediction helps a heat utility to make important and advanced decisions in district heating systems. As a popular data driven method, artificial neural networks are often used for prediction. The main idea is to achieve quality prediction for a short period in order to reduce the consumption of heat energy production and increased coefficient of exploitation of equipment. To improve the short term prediction accuracy, this paper presents a kind of improved artificial neural network model for 1 to 7 days ahead prediction of heat consumption of energy produced in small district heating system. Historical data set of one small district heating system from city of Nis, Serbia, was used. Particle swarm optimization is applied to adjust artificial neural network weights and threshold values. In this paper, application of feed forward artificial neural network for short-term prediction for period of 1, 3, and 7 days, of small district heating system, is presented. Two test data sets were considered with different interruption non-stationary performances. Comparison of prediction accuracy between regular and improved artificial neural network model was done. The comparison results reveal that improved artificial neural network model have better accuracy than that of artificial neural network ones.