This paper introduces fuzzy neural network technology into the adaptive filter and makes further research on its structure and algorithms. At first, fuzzy rules are determined and the network structure is built by means of dividing fuzzy subspaces. Secondly, membership functions are chosen layers are defined and the network is trained by adaptive learning algorithm. Thirdly, training error is the minimum with repeating debugging. Finally, linking weight, the central value and width of the network membership function is adjusted by using experience of experts. The optimal performance of Adaptive Wiener Filter is realized based on Fuzzy Neural Networks.