In this paper, we propose a wavelet based fuzzy neural network (WFNN) based direct adaptive control scheme for the solution of the tracking problem of mobile robots. To design a controller, we present a WFNN structure that merges the advantages of the neural network, fuzzy model and wavelet transform. The basic idea of our WFNN structure is to realize the process of fuzzy reasoning of the wavelet fuzzy system by the structure of a neural network and to make the parameters of fuzzy reasoning be expressed by the connection weights of a neural network. In our control system, the control signals are directly obtained to minimize the difference between the reference track and the pose of a mobile robot via the gradient descent (GD) method. In addition, an approach that uses adaptive learning rates for training of the WFNN controller is driven via a Lyapunov stability analysis to guarantee fast convergence, that is, learning rates are adaptively determined to rapidly minimize the state errors of a mobile robot. Finally, to evaluate the performance of the proposed direct adaptive control system using the WFNN controller, we compare the control results of the WFNN controller with those of the FNN, the WNN and the WFM controllers.