The problem of verifying the properties of a neural network has never been more important. This task is often done by bounding the activation functions in the network. Some approaches are more conservative than others and in general there is a trade-off between complexity and conservativeness. There has been significant progress to improve the efficiency and the accuracy of these methods. We investigate the sparsity that arises in a recently proposed semi-definite programming framework to verify a fully connected feed-forward neural network. We show that due to the intrinsic cascading structure of the neural network the constraint matrices in the semi-definite program form a block-arrow pattern and satisfy conditions for chordal sparsity. We reformulate and implement the optimisation problem, showing a significant speed-up in computation, without sacrificing solution accuracy