Balancing the voltage of series connected supercapacitors is a necessity. Various passive and active balancing techniques are reported for alleviating the problems of leakage and overvoltage. In this paper, a novel active balancing approach based on boost converter is presented leading to the implementation of a piezoelectric energy harvesting (EH) system. Besides, this nonlinear boost converter is designed, implemented, and modeled using a new macromodeling approach. In this regard, data measured by the implemented boost converter passed through local feedback deep recurrent neural networks (LFDRNNs), in order to model the nonlinear behavior of this converter, and this model can be used to design the EH system. LFDRNN can be trained directly using the input–output waveform samples of the main circuit without knowing its internal details, and the obtained model has similar accuracy compared to the original circuit. The main focus of this paper is the new LFDRNN macromodeling method which is associated with the boost converter‐based active balancing technique. Our experimental results show that LFDRNN extends the ability of conventional neural network‐based models to express the dynamic behavior of nonlinear circuits while increasing the accuracy. Additionally, LFDRNN‐based models are much faster than existing models in simulation tools.