Cryptography is the exchange of information among the users without leakage of information to others. Many public key cryptography are available which are based on number theory but it has the drawback of requirement of large computational power, complexity and time consumption during generation of key . To overcome these drawbacks, we analyzed neural network is the best way to generate secret key. In this paper we proposed a very new approach in the field of cryptography. We are using two artificial neural networks in the field of cryptography. First One is ANN based n-state sequential machine and Other One is chaotic neural network. For simulation MATLAB software is used. This paper also includes an experimental results and complete demonstration that ANN based n-state sequential machine and chaotic neural network is successfully perform the cryptography.