Recurrent Neural Networks (RNNs) are high-dimensional state space models capable of learning functions on sequence data. Recently, it has been conjectured that reservoir computers, a particular class of RNNs, trained on observations of a dynamical systems can be interpreted as embeddings. This result has been established for the case of linear reservoir systems. In this work, we use a nonautonomous dynamical systems approach to establish an upper bound for the fractal dimension of the subset of reservoir state space approximated during training and prediction phase. We prove that when the input sequences comes from an Nin-dimensional invertible dynamical system, the fractal dimension of this set is bounded above by Nin. The result obtained here are useful in dimensionality reduction of computation in RNNs as well as estimating fractal dimensions of dynamical systems from limited observations of their time series. It is also a step towards understanding embedding properties of reservoir computers.