Estimation of future glucose concentration is important for diabetes management. To develop a model predictive control (MPC) system that measures the glucose concentration and automatically inject the amount of insulin needed to keep the glucose level within its normal range, the accuracy of the predicted glucose level and the longer prediction time are major factors affecting the performance of the control system. The predicted glucose values can be used for early hypoglycemic/hyperglycemic alarms for adjustment of insulin injections or insulin infusion rates of manual or automated pumps. Recent developments in continuous glucose monitoring (CGM) devices open new opportunities for glycemia management of diabetic patients. In this article a new technique, which uses a recurrent neural network (RNN) and data obtained from CGM device, is proposed to predict the future values of the glucose concentration for prediction horizons (PH) of 15, 30, 45, 60 minutes. The results of the proposed technique is evaluated and compared relative to that obtained from a feed forward neural network prediction model (NNM). Our results indicate that, the RNN is better in prediction than the NNM for the relatively long prediction horizons.