The popular radial basis function (RBF) neural network architecture and a new fast and efficient method for training such a network are used to model nonlinear dynamical multi-input multi-output (MIMO) discrete-time systems. The proposed training methodology is based on a fuzzy partition of the input space and combines self-organized and supervised learning. The algorithm is illustrated through the development of neural network models using simulated and experimental data. Results show that the methodology is much faster and produces more accurate models compared to the standard techniques used to train RBF networks. Another important advantage is that, for a given fuzzy partition of the input space, the proposed method is able to determine the proper network structure, without using a trial and error procedure.