Extreme learning Machine is a well known learning algorithm in the field of machine learning. It's about a feed forward neural network with a single-hidden layer. It is an extremely fast learning algorithm with good generalization performance. In this paper, we aim to compare the Extreme learning Machine with wavelet neural networks, which is a very used algorithm. We have used six benchmark data sets to evaluate each technique. These datasets Including Wisconsin Breast Cancer, Glass Identification, Ionosphere, Pima Indians Diabetes, Wine Recognition and Iris Plant. Experimental results have shown that both extreme learning machine and wavelet neural networks have reached good results.