Methylene blue (MB) is a heterocyclic aromatic dye that is difficult to biodegrade due to its complex chemical structure. In this study, chemically prepared nano zero-valent aluminum (nZVAl) was investigated for the first time for one-step removal of MB from aqueous solutions under different experimental factors (pH, dosage, time, MB concentration, stirring rate, temperature, detergents, and ionic strength). The prepared nZVAl material was characterized using XRD, TEM, SEM, EDS, and FTIR. Results indicated that at an initial MB concentration of 10 mg/L, pH 10, nZVAl dosage 1.0 g/L, stirring rate 200 rpm, and temperature 30 °C, the removal efficiency of approximately 99.0% was achieved within an equilibrium time of 90 min. An improvement in MB removal efficiency was observed in the presence of inorganic salts, while the presence of detergents resulted in a reduction in MB removal efficiency. The isotherm adsorption data were best fitted by the Freundlich isotherm model (R2: 0.9569), while the kinetic data were well described by the pseudo-second-order (PSO) model (R2: 0.9999). Based on the thermodynamic study, the MB adsorption process is physically diffusion-controlled. The adsorption of MB onto nZVAl was accurately described using an artificial neural network (ANN) with a structure of 11–10–1 and R2 of 0.97. The overall cost of scaling up the adsorption unit to be used for MB removal from aqueous solutions under the optimum conditions is about US$1.31/m3. Consequently, this study opens the door for other researchers to test nZVAl in treating real textile wastewater.