We are interested in modelling musical pitch sequences in melodies in the symbolic form. The task here is to learn a model to predict the probability distribution over the various possible values of pitch of the next note in a melody, given those leading up to it. For this task, we propose the Recurrent Temporal Discriminative Restricted Boltzmann Machine (RTDRBM). It is obtained by carrying out discriminative learning and inference as put forward in the Discriminative RBM (DRBM), in a temporal setting by incorporating the recurrent structure of the Recurrent Temporal RBM (RTRBM). The model is evaluated on the cross entropy of its predictions using a corpus containing 8 datasets of folk and chorale melodies, and compared with n-grams and other standard connectionist models. Results show that the RTDRBM has a better predictive performance than the rest of the models, and that the improvement is statistically significant.