Genetic regulatory network inference is critically important for revealing fundamental cellular processes, investigating gene functions, and understanding their relations. The availability of time series gene expression data makes it possible to investigate the gene activities of whole genomes, rather than those of only a pair of genes or among several genes. However, current computational methods do not sufficiently consider the temporal behavior of this type of data and lack the capability to capture the complex nonlinear system dynamics. We propose a recurrent neural network (RNN) and particle swarm optimization (PSO) approach to infer genetic regulatory networks from time series gene expression data. Under this framework, gene interaction is explained through a connection weight matrix. Based on the fact that the measured time points are limited and the assumption that the genetic networks are usually sparsely connected, we present a PSO-based search algorithm to unveil potential genetic network constructions that fit well with the time series data and explore possible gene interactions. Furthermore, PSO is used to train the RNN and determine the network parameters. Our approach has been applied to both synthetic and real data sets. The results demonstrate that the RNN/PSO can provide meaningful insights in understanding the nonlinear dynamics of the gene expression time series and revealing potential regulatory interactions between genes.