Nonstationary fuzzy inference systems (NFIS) are able to tackle uncertainties and avoid the difficulty of type-reduction operation. Combining NFIS and neural network, a first-order sparse TSK nonstationary fuzzy neural network (SNFNN-1) is proposed in this paper to improve the interpretability/translatability of neural networks and the self-learning ability of fuzzy rules/sets. The whole architecture of SNFNN-1 can be considered as an integrated model of multiple sub-networks with a variation in center, variation in width or variation in noise. Thus, it is able to model both “intraexpert” and “interexpert” variability. There are two techniques adopted in this network: the Mean Shift-based fuzzy partition and the Group Lasso-based rule selection, which can adaptively generate a suitable number of clusters and select important fuzzy rules, respectively. Quantitative experiments on six UCI datasets demonstrate the effectiveness and robustness of the proposed model.