The exponential growth in the number of cyber attacks in the recent past has necessitated active research on network intrusion detection, prediction and mitigation systems. While there are numerous solutions available for intrusion detection, the prediction of future network intrusions still remains an open research problem. Existing approaches employ statistical and/or shallow machine learning methods for the task, and therefore suffer from the need for feature selection and engineering. This paper presents a deep learning based approach for prediction of network intrusion alerts. A Gated Recurrent Unit (GRU) based deep learning model is proposed which is shown to be capable of learning dependencies in security alert sequences, and to output likely future alerts given a past history of alerts from an attacking source. The performance of the model is evaluated on intrusion alert sequences obtained from the Warden alert sharing platform.