This paper addresses the stabilizing control problem for nonlinear systems subject to unknown actuator saturation by using adaptive dynamic programming algorithm. The control strategy is composed of an online nominal optimal control and a neural network (NN)-based feed-forward saturation compensator. For nominal systems without actuator saturation, a critic NN is established to deal with the Hamilton–Jacobi–Bellman equation. Thus, the online approximate nominal optimal control policy can be obtained without action NN. Then, the unknown actuator saturation, which is considered as saturation nonlinearity by simple transformation, is compensated by employing a NN-based feed-forward control loop. The stability of the closed-loop nonlinear system is analyzed to be ultimately uniformly bounded via Lyapunov’s direct method. Finally, the effectiveness of the presented control method is demonstrated by two simulation examples.