Artificial Neural Network (ANN) is becoming an attractive estimation and regression technique in many control applications due to its parallel computing nature and high learning capability. There has been a lot of effort in employing the ANN in shunt active power filter (APF) control applications. Adaptive Linear Neuron (ADALINE) and feed-forward Multilayer Neural Network (MNN) are the most commonly used ANN techniques to extract fundamental and/or harmonic components present in the non-linear currents. This paper aims to provide an in-depth understanding on realizing ADALINE and feed-forward MNN based control algorithms for shunt APF. A step-by-step procedure to implement these ANN based techniques, in Matlab/ Simulink environment, is provided. Furthermore, a detailed analysis on the performance, limitation and advantages of both methods is presented in the paper. The study is supported by conducting both simulation and experimental validations.