The application of artificial intelligence techniques to wearable sensor data may facilitate accurate analysis outside of controlled laboratory settings—the holy grail for gait clinicians and sports scientists looking to bridge the lab to field divide. Using these techniques, parameters that are difficult to directly measure in-the-wild, may be predicted using surrogate lower resolution inputs. One example is the prediction of joint kinematics and kinetics based on inputs from inertial measurement unit (IMU) sensors. Despite increased research, there is a paucity of information examining the most suitable artificial neural network (ANN) for predicting gait kinematics and kinetics from IMUs. This paper compares the performance of three commonly employed ANNs used to predict gait kinematics and kinetics: multilayer perceptron (MLP); long short-term memory (LSTM); and convolutional neural networks (CNN). Overall high correlations between ground truth and predicted kinematic and kinetic data were found across all investigated ANNs. However, the optimal ANN should be based on the prediction task and the intended use-case application. For the prediction of joint angles, CNNs appear favourable, however these ANNs do not show an advantage over an MLP network for the prediction of joint moments. If real-time joint angle and joint moment prediction is desirable an LSTM network should be utilised.