This paper studies the design and application of the neural network based adaptive control scheme for autonomous underwater vehicle’s (AUV’s) depth control system that is an uncertain nonlinear dynamical one with unknown nonlinearities. The unknown nonlinearity is approximated by a feedforward neural network whose parameters are adaptively adjusted online according to a set of parameter estimation laws for the purpose of driving the AUV to cruise at the preset depth. The Lyapunov synthesis approach is used to develop the adaptive control scheme. The overall control system can guarantee that the tracking error converges in the small neighborhood of zero and all adjustable parameters involved are uniformly bounded. Simulation examples are given to illustrate the design procedure and the applicability of the proposed method. The results indicate that the proposed method is suitable for practical applications.