One promising approach to reduce carbon foot print of internal combustion engines (ICEs) is using alternative fuels like hydrogen, particularly by converting medium and heavy-duty diesel engines to dual-fuel hydrogen-diesel engines. To minimize elevated NOx emissions from hydrogen-fueled engine, fast and accurate emission models are essential for engine model-based control and for engine calibration and optimization using hardware-in-the-loop (HIL) setups. In this study, a fast-response NOx emissions sensor is used to measure the transient NOx emissions from a dual-fuel hydrogen-diesel engine. Subsequently, steady-state models (SSMs), quasi steady-state models (QSSMs), and transient sequential models (TSMs) in the form of black-box (BB) and gray-box (GB) models are developed for transient NOx emissions prediction. GB models utilize both information from a one dimensional (1D) physical engine model and experimental data for training, while BB models only use experimental data. SSMs are optimized artificial neural networks (ANNs) trained using steady-state data, QSSMs are optimized ANNs trained using transient data, and TSMs are time-series networks trained using transient data. Long short-term memory (LSTM) and gated recurrent unit (GRU) networks are used as the time-series deep learning networks. The results showed that the 1D physical model has the poorest performance with successive model performance improvement from SSM to QSSM and from QSSM to TSM. The developed BB TSM model in this study can predict transient NOx emissions with an R2 value greater than 0.96 at 89,000 predictions per second which makes this model suitable for real-time engine model-based control where computational efficiency is crucial. The developed GB TSM model can predict transient NOx emissions with an R2 value greater than 0.97 but it is computationally more expensive. The extra accuracy of the GB TSM models makes them the best choice for HIL setups where more computational power is available, and accuracy is more crucial.