In the current digital social environment, social media platforms have become an important position for user behavior insights and precision marketing. User behavioral data on social media contain rich information, but they are often fuzzy, uncertain and highly complex. Fuzzy neural network (FNN), as an advanced model combining fuzzy logic and neural network theory, provides a powerful tool for processing and analyzing social media user behavioral features. This study is dedicated to exploring the application of fuzzy neural networks in social media user behavior analysis and their key role in the design of accurate online marketing strategies. We construct and optimize a fuzzy neural network model by meticulously classifying and quantifying user behavioral features, including behavioral frequency features, content topic features, social interaction features, and time series features, as well as applying fuzzy set theory to deal with fuzzy features such as emotional states. Through empirical analysis, we will show how fuzzy neural networks can reveal the intrinsic laws behind user behaviors, and how these insights can be used to design and implement precise online marketing strategies to improve advertising effectiveness, user engagement, and brand loyalty.