The aim of the study is to fit models for predicting surfaces using the response surface methodology and the artificial neural network to optimize for obtaining the maximum acceptability using desirability functions methodology in a hot air drying process of banana slices. The drying air temperature, air velocity, and drying time were chosen as independent factors and moisture content, drying rate, energy efficiency, and exergy efficiency were dependent variables or responses in the mentioned drying process. A rotatable central composite design as an adequate method was used to develop models for the responses in the response surface methodology. Moreover, isoresponse contour plots were useful to predict the results by performing only a limited set of experiments. The optimum operating conditions obtained from the artificial neural network models were moisture content 0.14 g/g, drying rate 1.03 g water/g h, energy efficiency 0.61, and exergy efficiency 0.91, when the air temperature, air velocity, and drying time values were equal to −0.42 (74.2 ℃), 1.00 (1.50 m/s), and −0.17 (2.50 h) in the coded units, respectively.