Dissolved oxygen (DO) is a critical water quality constituent that governs habitat suitability for aquatic biota, biogeochemical reactions and solubility of metals in streams. Recently introduced high-frequency sensors have increased our ability to measure DO, but we still lack the capacity to understand and predict DO concentrations at high spatial resolutions or in unmonitored locations. Machine learning (ML) has been a commonly used approach for modelling DO, however, conventional ML models have no representation of the limnological processes governing DO dynamics. Here we implement and evaluate two process-guided deep learning (PGDL) approaches for predicting daily minimum, mean and maximum DO concentrations in rivers from the Delaware River Basin, USA. In both cases, a multi-task approach was taken in which the PGDL models predicted stream metabolism and gas exchange rates in addition to the DO concentrations themselves. Our results showed that for these sites, the PGDL approaches did not improve upon baseline predictions in temporal and spatially similar holdout experiments. One of the approaches did, however, improve predictions when applied to spatially dissimilar sites. Although this particular PGDL approach did not improve predictive accuracy in most cases, our results suggest that process guidance, perhaps a more constrained approach, could benefit a data-driven DO model.