More recently, a number of studies show the interest of the use of the Riemannian geometry in EEG classification. The idea is to exploit the EEG covariance matrices, instead of the raw EEG data, and use the Riemannian geometry to directly classify these matrices. This paper presents a novel Artificial Neural Network approach based on an Adaptive Riemannian Kernel, named ARK-ANN, to classify Electroencephalographic (EEG) motor imaging signals in the context of Brain Computer Interface (BCI). A multilayer perceptron is used to classify the covariance matrices of Motor Imagery (MI) signals employing an adaptive optimization of the testing set. The contribution of a geodesic filter is also assessed for the ANN and the original method which uses an SVM classifier. The results demonstrate that the ARK-ANN performs better than the other methods and the geodesic filter gives slightly better results in the ARK-SVM, considered here as the reference method, in the case of inter-subject classification (accuracy of 87.4% and 86% for ARK-ANN and ARK-SVM, respectively). Regarding the cross-subject classification, the proposed method gives an accuracy of 77.3% and increases the precision by 8.2% in comparison to the SVM based method.