Mortality remains one of the most important outcomes to predict in Intensive Care Units (ICUs). In fact, the sooner mortality is predicted, the better critical decisions are made by doctors based on patient's illness severity. In this paper, a new approach based on Machine Learning (ML) techniques for short-term mortality prediction in Neonatal Intensive Care Unit (NICU) is proposed. This approach relies on many steps. At first, relevant features are selected from available data upon neonates' admission and from the time-series variables collected within the two first hours of stay in the NICU from the Medical Information Mart for Intensive Care III (MIMIC-III). After that, to predict mortality, many classifiers were tested which are Linear Discriminant Analysis (LDA), K-Nearest Neighbors (KNN), Classification and Regression Trees (CART), Logistic Regression (LR), Support Vector Machine (SVM), Naïve Bayes (NB) and Random Forest (RF). The experimental results showed that LDA was the best performing classifier with an accuracy equal to 0.947 and AUROC equal to 0.97 with 31 features. The third step of this approach is mortality time prediction using the Galaxy-Random Forest method achieving an f-score equal to 0.871. The proposed approach compared favorably in terms of time, accuracy and AUROC with existing scoring systems and ML techniques. It is the first work predicting neonates mortality based on ML techniques and time-series data after only two hours of admission to the NICU.