The indoor–outdoor (IO) status of mobile devices is fundamental information for various smart city applications. In this paper, we present NeuralIO, a neural-network-based method for dealing with the IO detection problem for smartphones. Multimodal data from various sensors on a smartphone are fused through neural network models to determine the IO status. A data set containing more than one million labeled samples is then constructed. We test the performance of an early fusion scheme in various settings. NeuralIO achieves an accuracy above 98% in 10-fold cross-validation and an accuracy above 90% in a real-world test.