Fetal ECG Extraction has the vital significance for fetal monitoring. This paper introduced a method of extracting fetal ECG based on adaptive linear neural network. The method can be realized by training a small quantity of data. In addition, a better result can be achieved by improving neural network structure. Thus, more easily identified fetal ECG can be extracted. Experimental results show that the adaptive linear neural network can be used to extract fetal ECG from maternal abdominal signal effectively. What's more, a clearer fetal ECG can be extracted by improving neural network structure.