We introduce a novel neural architecture termed thermoNET, designed to represent thermospheric density in satellite orbital propagation using a reduced amount of differentiable computations. Due to the appearance of a neural network on the right-hand side of the equations of motion, the resulting satellite dynamics is governed by a NeuralODE, a neural Ordinary Differential Equation, characterized by its fully differentiable nature, allowing the derivation of variational equations (hence of the state transition matrix) and facilitating its use in connection to advanced numerical techniques such as Taylor-based numerical propagation and differential algebraic techniques. Efficient training of the network parameters occurs through two distinct approaches. In the first approach, the network undergoes training independently of spacecraft dynamics, engaging in a pure regression task against ground truth models, including JB-08 and NRLMSISE-00. In the second paradigm, network parameters are learned based on observed dynamics, adapting through ODE sensitivities. In both cases, the outcome is a flexible, compact model of the thermosphere density greatly enhancing numerical propagation efficiency while maintaining accuracy in the orbital predictions.