Diesel-electric hybrid propulsion system (HPS) is widely applied for shunting locomotive due to the characteristics of flexible configuration, economic and environmental protection in the world. Energy management strategy (EMS) is an important design factor of HPS that can optimize the energy distribution of each power sources, improve system efficiency, and reduce fuel consumption. In this paper, the model of HPS for shunting locomotive and system operating profile are firstly carried out. Then the EMS consist of the conventional rule-based (RB) strategy rule, and a fuzzy neural network base on dynamic programming (FNN-DP) strategy are studied. Finally, the simulations were carried out with these EMSs in the system model at full operating conditions to derive the fuel consumption. The conclusion is that the theoretical optimal solution of DP provides reference and guidance for the fuzzy neural network strategy to improve the rules, and the fuel consumption of the FNN-DP strategy is 10.2% lower than the conventional RB strategy.