This work focuses on the automatic classification of deontic sentences. It presents a novel Machine Learning approach which combines the power of Transfer Learning with the information provided by two famous LegalXML formats. In particular, different BERT-like neural architectures have been fine-tuned on the down-stream task of classifying rules from the European General Data Protection Regulation (GDPR) encoded in Akoma Ntoso and LegalRuleML. This work shows that fine-tuned language models can leverage the information provided in LegalXML documents to achieve automatic classification of deontic sentences and rules.