This paper is an attempt to bridge the gap between deep learning and grammatical inference. Indeed, it provides an algorithm to extract a (stochastic) formal language from any recurrent neural network trained for language modelling. In detail, the algorithm uses the already trained network as an oracle -- and thus does not require the access to the inner representation of the black-box -- and applies a spectral approach to infer a weighted automaton. As weighted automata compute linear functions, they are computationally more efficient than neural networks and thus the nature of the approach is the one of knowledge distillation. We detail experiments on 62 data sets (both synthetic and from real-world applications) that allow an in-depth study of the abilities of the proposed algorithm. The results show the WA we extract are good approximations of the RNN, validating the approach. Moreover, we show how the process provides interesting insights toward the behavior of RNN learned on data, enlarging the scope of this work to the one of explainability of deep learning models.