The effect of natural fractures, their orientation, and their interaction with hydraulic fractures on the extraction of heat and the extension of injection fluid are fully examined. A fully coupled and dynamic thermo-hydro-mechanical (THM) model is utilized to examine the behavior of a fractured geothermal reservoir with supercritical CO2 as a geofluid. The interaction between natural fracture and hydraulic fracture, as well as the type and location of geofluids, influences the production temperature, thermal strain, mechanical strains, and effective stress in rock/fractures in the reservoir. A mathematical model is developed by using the fully connected neural network (FCN) model to establish a mathematical relationship between the reservoir parameters and the temperature. The response surface methodology is applied for qualitative numerical experimentation. It is found that the developed FCN model can be utilized to forecast the temporal variation of temperature in the production well to a desired level using FCN. Therefore, the numerical simulations developed with the FCN method can be useful tools to investigate the temperature evolution with higher accuracy.