Considering the nonlinear and time-variable characteristics of the injection cylinder system of hydraulic injection molding machine (HIMM), a self-learning control method based on fuzzy neural network is proposed in this paper. A self-learning controller was designed based on the combination of PID controller, fuzzy neural network controller, and learning mechanism. It was applied to the position control of injection cylinder. The experimental results show that the controller has the property of higher position tracking accuracy under the high speed and variable track movement of injection cylinder, compared with PID controller. The conclusion of this research can provide the beneficial reference for designing high speed and high precision HIMM.