Piezoelectric actuators (PEA) are high-precision devices used in applications requiring micrometric displacements. However, PEAs present non-linearity phenomena that introduce drawbacks at high precision applications. One of these phenomena is hysteresis, which considerably reduces their performance. The introduction of appropriate control strategies may improve the accuracy of the PEAs. This paper presents a high precision control scheme to be used at PEAs based on the model-based predictive control (MPC) scheme. In this work, the model used to feed the MPC controller has been achieved by means of artificial neural networks (ANN). This approach simplifies the obtaining of the model, since the achievement of a precise mathematical model that reproduces the dynamics of the PEA is a complex task. The presented approach has been embedded over the dSPACE control platform and has been tested over a commercial PEA, supplied by Thorlabs, conducting experiments to demonstrate improvements of the MPC. In addition, the results of the MPC controller have been compared with a proportional-integral-derivative (PID) controller. The experimental results show that the MPC control strategy achieves higher accuracy at high precision PEA applications such as tracking periodic reference signals and sudden reference change.