Considering that the internal parameters of the given-depth electro-hydraulic servo system are uncertain and time-varying, a composite control strategy based on Neural Network (NN) and Sliding Mode Control (SMC) is designed to solve the problem. The strategy makes full use of the strong robustness of the SMC for the control of the given-depth electro-hydraulic servo system, enables it to work under complicated external interference environment, and uses the neural network to weaken the buffeting shortcoming of the SMC itself. In addition, the neural network is also used for identification of the internal parameters of the electro-hydraulic servo system and online adjustment, which can well suppress the internal parameter perturbation and eliminate the time-varying problem of the electro-hydraulic servo system, and thus can ensure the control precision and stability of the system.