This paper presents a generalized predictive control method based on a fuzzy neural network(FNN) model, which uses the on-line multi-step prediction, fur the intelligent control of chaotic nonlinear systems whose mathematical models are unknown. In our design method, the parameters of both predictor and controller are tuned by a simple gradient descent scheme, and the weight parameters of FNN are determined adaptively during the operation of the system. In order to design a generalized predictive controller effectively, this paper describes computing procedure for each of the two important parameters. Also, we introduce a projection matrix to determine the control input, which deceases the control performance function very rapidly. Finally, in order to evaluate the performance of our controller, the proposed method is applied to the Doffing and Henon systems, which are two representative continuous-time and discrete-time chaotic nonlinear systems, res reactively.