Modelling and simulation of gas turbines plays a key role in manufacturing and improving performance of gas turbine engines. In recent years, the importance of ADGTEs in the energy industry has sparked a great interest among manufacturers to improve the performance and increase the reliability of the engine, which in turn requires an accurate and real time model to simulate the engine dynamics during the full operating range. For this purpose, a real-time modelling and hardware in the loop (HIL) simulation of an aero-derivative gas turbine engine (ADGTE) are developed in this paper. A non-linear autoregressive network with exogenous inputs (NARX) is used to develop this model in MATLAB environment using operational closed-loop data collected from Siemens (SGT-A65) three-spool dry low emission ADGTE. A multiple-input single-output (MISO) NARX models with different configurations are used to represent each of the ADGTE output parameters with the same input parameters. First, data preprocessing and estimation of the order of these MISO models are performed. Next, a comprehensive computer program code is developed to perform a comparative study and to select the best NARX model configuration, which can represent the system dynamics. Finally, to demonstrate the performance of the MISO NARX model developed in this study, a HIL simulation is performed. In this simulation, the physical ADGTE is replaced with the MISO NARX model, and the physical engine controller is used to control that model. In addition, the neural model is validated with experimental data. The simulation results show that the proposed MISO NARX models followed the targets precisely and can predict the response with high accuracy and reliability. In addition, the proposed model presents high computation speed, which allows for real time applications.