This work presents the mechanical design of a pneumatic gecko robot, capable of moving on inclined surfaces with respect to the ground, using only linear actuators with compressed air as a source of energy. As a fundamental part of the mechanical design in this work, a claw system is developed by generating vacuum mechanically, significantly reducing the energy consumption of the robot when compared to commercial accessories generally used for this clamping task. With the concept prototype manufactured and assembled, a series of tests are conducted to later apply the collected data in an artificial neural network. This network allows the computational learning of the robot movements, and thus its speed optimization for a certain defined gait. After training this neural network, the prototype is submitted to new experiments to verify the efficiency of the training performed and the real impact obtained on the robot. Furthermore, with the use of a camera system, the movements of the robot along several different situations are tracked, generating comparative graphs to analyze the repeatability and reliability of the system.