Tunnel Boring Machines (TBMs) are extensively used to excavate underground spaces in civil and tunneling projects. An accurate evaluation of their penetration rate is the key factor for the TBM performance prediction. In this study, artificial intelligence methods are used to predict the TBM penetration rate in excavation operations in the Kerman tunnel and the Gavoshan water conveyance tunnels. The aim of this paper is to show the application of the Multivariate Linear Regression (MLR), Artificial Neural Network (ANN), and Support Vector Machine (SVM) for the TBM penetration rate prediction. The penetration rate parameter is considered as a dependent variable, and the Rock Quality Designation (RQD), Brazilian Tensile Strength (BTS), Uniaxial Compressive Strength (UCS), Density (D), Joint Angle (JA), Joint Spacing (JS), and Poisson's Ratio are considered as independent variables. The obtained results by the several proposed methods indicated a high accuracy between the predicted and measured penetration rates, but the support vector machine yields more precise and realistic outcomes.