We address the problem of enabling a mobile robot to locate a stationary odour source using an electronic nose constructed from gas sensors. On the hardware side, we use a stereo nose architecture consisting of two parallel chambers, each containing an identical set of sensors. On the software side, we use a recurrent artificial neural network to learn the direction to a stationary source from a time series of sensor readings. This contrasts with previous approaches, that rely on the existence of a model of the sensor's dynamics. The complete system is able to orient and turn towards the source. An experimental validation was carried out to evaluate the performance of the system.