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Diffuse large B-cell lymphoma (DLBCL) is one of the most frequent subtypes of non-Hodgkin lymphomas. We used artificial neural networks (multilayer perceptron and radial basis function), machine learning, and conventional bioinformatics to predict the overall survival and molecular subtypes of DLBCL. The series included 106 cases and 730 genes of a pancancer immune-oncology panel (nCounter) as predictors. The multilayer perceptron predicted the outcome with high accuracy, with an area under the curve (AUC) of 0.98, and ranked all the genes according to their importance. In a multivariate analysis, ARG1, TNFSF12, REL, and NRP1 correlated with favorable survival (hazard risks: 0.3–0.5), and IFNA8, CASP1, and CTSG, with poor survival (hazard risks = 1.0–2.1). Gene set enrichment analysis (GSEA) showed enrichment toward poor prognosis. These high-risk genes were also associated with the gene expression of M2-like tumor-associated macrophages (CD163), and MYD88 expression. The prognostic relevance of this set of 7 genes was also confirmed within the IPI and MYC translocation strata, the EBER-negative cases, the DLBCL not-otherwise specified (NOS) (High-grade B-cell lymphoma with MYC and BCL2 and/or BCL6 rearrangements excluded), and an independent series of 414 cases of DLBCL in Europe and North America (GSE10846). The perceptron analysis also predicted molecular subtypes (based on the Lymph2Cx assay) with high accuracy (AUC = 1). STAT6, TREM2, and REL were associated with the germinal center B-cell (GCB) subtype, and CD37, GNLY, CD46, and IL17B were associated with the activated B-cell (ABC)/unspecified subtype. The GSEA had a sinusoidal-like plot with association to both molecular subtypes, and immunohistochemistry analysis confirmed the correlation of MAPK3 with the GCB subtype in another series of 96 cases (notably, MAPK3 also correlated with LMO2, but not with M2-like tumor-associated macrophage markers CD163, CSF1R, TNFAIP8, CASP8, PD-L1, PTX3, and IL-10). Finally, survival and molecular subtypes were successfully modeled using other machine learning techniques including logistic regression, discriminant analysis, SVM, CHAID, C5, C&R trees, KNN algorithm, and Bayesian network. In conclusion, prognoses and molecular subtypes were predicted with high accuracy using neural networks, and relevant genes were highlighted.