Cell counts and viral load serve as major clinical indicators to provide treatment in the course of a viral infection. Monitoring these markers in patients can be expensive and some of them are not feasible to perform. An alternative solution to this problem is the observer based estimation. Several observer schemes require the previous knowledge of the model and parameters, such condition is not achievable for some applications. A linear output assumption is required in the majority of the current works. Nevertheless, the output of the system can be a nonlinear combination of the state variables. This paper presents a discrete-time neural observer for non-linear systems with a non-linear output; the mathematical model is assumed to be unknown. The observer is trained on-line with the extended Kalman filter (EKF)-based algorithm and the respective stability analysis based on the Lyapunov approach is addressed. We applied different observers to the estimation problem in HIV infection; that is state estimation of the viral load, and the number of infected and non-infected CD4+ T cells. Simulation results suggest a good performance of the proposed neural observer and the applicability to biological systems.