In this paper, machine learning and artificial neural network models are proposed for quantum noise classification in stochastic quantum dynamics. For this purpose, we train and then validate support vector machine, multi-layer perceptron and recurrent neural network, models with different complexity and accuracy, to solve supervised binary classification problems. By exploiting the quantum random walk formalism, we demonstrate the high efficacy of such tools in classifying noisy quantum dynamics using data sets collected in a single realisation of the quantum system evolution. In addition, we also show that for a successful classification one just needs to measure, in a sequence of discrete time instants, the probabilities that the analysed quantum system is in one of the allowed positions or energy configurations, without any external driving. Thus, neither measurements of quantum coherences nor sequences of control pulses are required. Since in principle the training of the machine learning models can be performed a-priori on synthetic data, our approach is expected to find direct application in a vast number of experimental schemes and also for the noise benchmarking of the already available noisy intermediate-scale quantum devices.