During the past century, energy consumption and associated greenhouse gas emissions have increased drastically due to a wide variety of factors including both technological and population-based. Therefore, increasing our energy efficiency is of great importance in order to achieve overall sustainability. Forecasting the building energy consumption is important for a wide variety of applications including planning, management, optimization, and conservation. Data-driven models for energy forecasting have grown significantly within the past few decades due to their increased performance, robustness and ease of deployment. Amongst the many different types of models, artificial neural networks rank among the most popular data-driven approaches applied to date. This paper offers a review of the studies published since the year 2000 which have applied artificial neural networks for forecasting building energy use and demand, with a particular focus on reviewing the applications, data, forecasting models, and performance metrics used in model evaluations. Based on this review, existing research gaps are identified and presented. Finally, future research directions in the area of artificial neural networks for building energy forecasting are highlighted.