One of the well-known recurrent neural networks is the Oman network. Recently, it has been used in applications of system, identification. The network has feedforward and feedback connections. It, can be trained essentially as a feedforward network by means of the basic backpropagation algorithm, but its feedback connections have to be kept constant. For training success, it is important to select the correct values for the feedback connections. However finding these values manually can be a lengthy trial-and-error process. This paper investigates the use of the simulated annealing (SA) algorithm to obtain the weight values of both the feed forward and feedback connections of Oman networks used for dynamic system, identification. The SA algorithm, is an efficient random search procedure, which can simultaneously obtain the optional weight values of both, the feedforward and feedback connections.