In recent times, several new metaheuristic algorithms based on natural phenomena have been made available to researchers. One of these is that of the Krill Herd Algorithm (KHA) procedure. It contains many interesting mechanisms. The purpose of this article is to compare the KHA optimization algorithm used for learning an artificial neural network (ANN), with other heuristic methods and with more conventional procedures. The proposed ANN training method has been verified for the classification task. For that purpose benchmark examples drawn from the UCI Machine Learning Repository were employed with Classification Error and Sum of Square Errors being used as evaluation criteria. It has been concluded that the application of KHA offers promising performance-both in terms of aforementioned metrics, as well as time needed for ANN training.