Premature all-cause mortality is high in patients receiving peritoneal dialysis (PD). The accurate and early prediction of mortality is critical and difficult. Three prediction models, the logistic regression (LR) model, artificial neural network (ANN) classic model and a new structured ANN model (ANN mixed model), were constructed and evaluated using a receiver operating characteristic (ROC) curve analysis. The permutation feature importance was used to interpret the important features in the ANN models. Eight hundred fifty-nine patients were enrolled in the study. The LR model performed slightly better than the other two ANN models on the test dataset; however, in the total dataset, the ANN models fit much better. The ANN mixed model showed the best prediction performance, with area under the ROC curves (AUROCs) of 0.8 and 0.79 for the 6-month and 12-month datasets. Our study showed that age, diastolic blood pressure (DBP), and low-density lipoprotein cholesterol (LDL-c) levels were common risk factors for premature mortality in patients receiving PD. Our ANN mixed model had incomparable advantages in fitting the overall data characteristics, and age is a steady risk factor for premature mortality in patients undergoing PD. Otherwise, DBP and LDL-c levels should receive more attention for all-cause mortality during follow-up.