Artificial intelligence (AI) is a thriving research field with many successful applications in areas such as computer vision and speech recognition. Machine learning methods, such as artificial neural networks (ANN), play a central role in modern AI technology. While ANN also holds great promise for human genetic research, the high-dimensional genetic data and complex genetic structure bring tremendous challenges. The vast majority of genetic variants on the genome have small or no effects on diseases, and fitting ANN on a large number of variants without considering the underlying genetic structure (e.g., linkage disequilibrium) could bring a serious overfitting issue. Furthermore, while a single disease phenotype is often studied in a classic genetic study, in emerging research fields (e.g., imaging genetics), researchers need to deal with different types of disease phenotypes. To address these challenges, we propose a functional neural networks (FNN) method. FNN uses a series of basis functions to model high-dimensional genetic data and a variety of phenotype data and further builds a multi-layer functional neural network to capture the complex relationships between genetic variants and disease phenotypes. Through simulations, we demonstrate the advantages of FNN for high-dimensional genetic data analysis in terms of robustness and accuracy. The real data applications also showed that FNN attained higher accuracy than the existing methods.