Time‐varying matrix inversion is an important field of matrix research, and lots of research achievements have been obtained. In the process of solving time‐varying matrix inversion, disturbances inevitably exist, thus, a model that can suppress disturbance while solving the problem is required. In this paper, an advanced continuous‐time recurrent neural network (RNN) model based on a double integral RNN design formula is proposed for solving continuous time‐varying matrix inversion, which has incomparable disturbance‐suppression property. For digital hardware applications, the corresponding advanced discrete‐time RNN model is proposed based on the discretisation formulas. As a result of theoretical analysis, it is demonstrated that the advanced continuous‐time RNN model and the corresponding advanced discrete‐time RNN model have global and exponential convergence performance, and they are excellent for suppressing different disturbances. Finally, inspiring experiments, including two numerical experiments and a practical experiment, are presented to demonstrate the effectiveness and superiority of the advanced discrete‐time RNN model for solving discrete time‐varying matrix inversion with disturbance‐suppression.