In this paper, we present a novel approach for the structure of Fuzzy Neural Network(FNN) based on wavelet function and apply this network structure to the solution of the tracking problem for mobile robots. Generally, the wavelet fuzzy model(WFM) has the advantage of the wavelet transform by constituting the fuzzy basis function(FBF) and the conclusion part to equalize the linear combination of FBF with the linear combination of wavelet functions. However, it is very difficult to identify the fuzzy rules and to tune the membership functions of the fuzzy reasoning mechanism. Neural networks, on the other hand, utilize their learning capability for automatic identification and tuning. Therefore, we design a wavelet based FNN structure(WFNN) that merges these advantages of neural network, fuzzy model and wavelet transform. The basic idea of our wavelet based FNN is to realize the process of fuzzy reasoning of 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. And our network can automatically identify the fuzzy rules by modifying the connection weights of the networks via the gradient descent scheme. To verify the efficiency of our network structure, we evaluate the tracking performance for mobile robot and compare it with those of the FNN and the WFM.