The cortico-basal ganglia network in Parkinson's disease (PD) is characterised by the emergence of transient episodes of exaggerated beta frequency oscillatory synchrony known as bursts. Although beta bursts of prolonged duration and amplitude are well recognised to have a detrimental effect on motor function in PD, the neurophysiological mechanisms leading to burst initiation remain poorly understood. Related to this is the question of whether there exist features of basal ganglia activity which can reliably predict the onset of beta bursts. Current state-of-the-art adaptive Deep Brain Stimulation (aDBS) algorithms for PD involve the reactive delivery of stimulation following burst detection and are unable to stimulate proactively so as to prevent burst onset. The discovery of a predictive biomarker would allow for such proactive stimulation, thereby offering further potential for improvements in both the efficacy and side effect profile of aDBS. Here we use deep neural networks to address the hypothesis that beta bursts can be predicted from invasive subthalamic nucleus (STN) recordings in PD patients. We developed a neural network which was able to predict bursts 31.6ms prior to their onset, with a high sensitivity and a low false positive rate (mean performance metrics: sensitivity = 84.8%, precision = 91.5%, area under precision recall curve = 0.87 and false positive rate = 7.6 per minute). Furthermore, by considering data segments that our network labelled as being predictive, we show that a dip in the beta amplitude (a fall followed by a subsequent rise) is a predictive biomarker for subsequent burst occurrence. Our findings demonstrate proof-of-principle for the feasibility of beta burst prediction and inform the development of a new type of intelligent DBS approach with the capability of stimulating proactively to prevent beta burst occurrence.