Reduced graphene oxide-supported nanoscale zero-valent iron (nZVI/rGO) magnetic nanocomposites were prepared and then applied in the Cu(II) removal from aqueous solutions. Scanning electron microscopy, transmission electron microscopy, X-ray photoelectron spectroscopy and superconduction quantum interference device magnetometer were performed to characterize the nZVI/rGO nanocomposites. In order to reduce the number of experiments and the economic cost, response surface methodology (RSM) combined with artificial intelligence (AI) techniques, such as artificial neural network (ANN), genetic algorithm (GA) and particle swarm optimization (PSO), has been utilized as a major tool that can model and optimize the removal processes, because a tremendous advance has recently been made on AI that may result in extensive applications. Based on RSM, ANN-GA and ANN-PSO were employed to model the Cu(II) removal process and optimize the operating parameters, e.g., operating temperature, initial pH, initial concentration and contact time. The ANN-PSO model was proven to be an effective tool for modeling and optimizing the Cu(II) removal with a low absolute error and a high removal efficiency. Furthermore, the isotherm, kinetic, thermodynamic studies and the XPS analysis were performed to explore the mechanisms of Cu(II) removal process.