Recently, deep learning that is the most popular and effective class of machine learning algorithms is widely applied to various industrial areas. A number of research on various topics about structural engineering was performed by using artificial neural networks, such as structural design optimization, vibration control and system identification etc. When nonlinear semi-active structural control devices are applied to building structure, a lot of computational effort is required to predict dynamic structural responses of finite element method (FEM) model for development of control algorithm. To solve this problem, an artificial neural network model was developed in this study. Among various deep learning algorithms, a recurrent neural network (RNN) was used to make the time history response prediction model. An RNN can retain state from one iteration to the next by using its own output as input for the next step. An eleven-story building structure with semi-active tuned mass damper (TMD) was used as an example structure. The semi-active TMD was composed of magnetorheological damper. Five historical earthquakes and five artificial ground motions were used as ground excitations for training of an RNN model. Another artificial ground motion that was not used for training was used for verification of the developed RNN model. Parametric studies on various hyper-parameters including number of hidden layers, sequence length, number of LSTM cells, etc. After appropriate training iteration of the RNN model with proper hyper-parameters, the RNN model for prediction of seismic responses of the building structure with semi-active TMD was developed. The developed RNN model can effectively provide very accurate seismic responses compared to the FEM model.