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A hybrid model of a subminiature helicopter in horizontal turn is presented. This model is based on a mechanism model and its compensated neural network (NN). First, the nonlinear dynamics of a subminiature helicopter is established. Through the linearization of the nonlinear dynamics on a trim point, the linear time-invariant mechanism model in horizontal turn is obtained. Then a diagonal recursive neural network is used to compensate the model error between the mechanism model and the nonlinear model, thus the hybrid model of a subminiature helicopter in horizontal turn is achieved. Simulation results show that the hybrid model has higher accuracy than the mechanism model and the obtained compensated-NN has good generalization capability.