Proposes a reinforcement learning scheme based on a special Hierarchical Fuzzy Neural-Networks (HFNN) for solving complicated learning tasks in a continuous multi-variables environment. The output of the previous layer in the HFNN is no longer used as if-part of the next layer, but used only in then-part. Thus it can deal with the difficulty when the output of the previous layer is meaningless or its meaning is uncertain. The proposed HFNN has a minimal number of fuzzy rules and can successfully solve the problem of rules combination explosion and decrease the quantity of computation and memory requirement. In the learning process, two HFNN with the same structure perform fuzzy action composition and evaluation function approximation simultaneously where the parameters of neural-networks are tuned and updated on line by using gradient descent algorithm. The reinforcement learning method is proved to be correct and feasible by simulation of a double inverted pendulum system.