This paper presents a framework to refine identified artificial neural networks (ANN) based state-space linear parameter-varying (LPV-SS) models with closed-loop data using online transfer learning. An LPV-SS model is assumed to be first identified offline using inputs/outputs data and a model predictive controller (MPC) designed based on this model. Using collected closed-loop batch data, the model is further refined using online transfer learning and thus the control performance is improved. Specifically, fine-tuning, a transfer learning technique, is employed to improve the model. Furthermore, the scenario where the offline identified model and the online controlled system are “similar but not identitical” is discussed. The proposed method is verified by testing on an experimentally validated high-fidelity reactivity controlled compression ignition (RCCI) engine model. The verification results show that the new online transfer learning technique combined with an adaptive MPC law improves the engine control performance to track requested engine loads and desired combustion phasing with minimum errors.