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In this paper, a new method of data-driven controller (DDC) design using Simultaneous Perturbation Stochastic Approximation Algorithm (SPSA) and Neural Network (NN) training is presented. This method can be used to control a variety of linear and nonlinear systems. In the simultaneous perturbation stochastic approximation algorithm, the controller is assumed to have a fixed structure and its parameters must be estimated. In this paper, a Proportional, Integral, and Derivative controller (PID) is considered and the parameters that should be estimated by the proposed algorithm are proportional, integral and derivative terms of this controller. In the proposed method, the simultaneous perturbation stochastic approximation algorithm is quantified by using neural network training which increases the convergence speed and also improves the performance of the algorithm against system input changes. Simulations performed on cement grinding particle size distribution process and pitch angle control of aircraft show the high efficiency and potential of the proposed method. [ABSTRACT FROM AUTHOR]