In this paper, a velocity estimation-based adaptive dynamic surface asymptotic tracking control strategy for electro-hydraulic actuator (EHA) systems subjected to uncertainties and unmeasurable velocity is proposed. Firstly, an accurate velocity signal is estimated by constructing a new state observer, reducing the influence of measurement noise, system cost, and installation complexity. Moreover, the observer's robust gain is updated by an adaptive law, reducing the conservativeness of its selection. Then, a continuous friction model based on the desired velocity signal is used for feedforward compensation to alleviate the negative effect of estimation noise. Moreover, the adaptive dynamic surface control (ADSC) technique is incorporated to avoid “complexity explosion” and eliminate filtering errors via adaptive terms. Finally, the asymptotical stability of the closed-loop system is theoretically proved via Lyapunov analysis, while the efficacy of the proposed control strategy is experimentally validated and numerically verified.