Drilling a high-pressure, high-temperature (HPHT) well involves many difficulties and challenges. One of the greatest difficulties is the loss of circulation. Almost 40% of the drilling cost is attributed to the drilling fluid, so the loss of the fluid considerably increases the total drilling cost. There are several approaches to avoid loss of return; one of these approaches is preventing the occurrence of the losses by identifying the lost circulation zones. Most of these approaches are difficult to apply due to some constraints in the field. The purpose of this work is to apply three artificial intelligence (AI) techniques, namely, functional networks (FN), artificial neural networks (ANN), and fuzzy logic (FL), to identify the lost circulation zones. Real-time surface drilling parameters of three wells were obtained using real-time drilling sensors. Well A was utilized for training and testing the three developed AI models, whereas Well B and Well C were utilized to validate them. High accuracy was achieved by the three AI models based on the root mean square error (RMSE), confusion matrix, and correlation coefficient (R). All the AI models identified the lost circulation zones in Well A with high accuracy where the R is more than 0.98 and RMSE is less than 0.09. ANN is the most accurate model with R=0.99 and RMSE=0.05. An ANN was able to predict the lost circulation zones in the unseen Well B and Well C with R=0.946 and RMSE=0.165 and R=0.952 and RMSE=0.155, respectively.