In this paper, an adaptive model-free optimal reinforcement learning (RL) neural network (NN) control scheme based on filter error is proposed for the trajectory tracking control problem of an autonomous underwater vehicle (AUV) with input saturation. Generally, the optimal control is realized by solving the Hamilton–Jacobi–Bellman (HJB) equation. However, due to its inherent nonlinearity and complexity, the HJB equation of AUV dynamics is challenging to solve. To deal with this problem, an RL strategy based on an actor–critic framework is proposed to approximate the solution of the HJB equation, where actor and critic NNs are used to perform control behavior and evaluate control performance, respectively. In addition, for the AUV system with the second-order strict-feedback dynamic model, the optimal controller design method based on filtering errors is proposed for the first time to simplify the controller design and accelerate the response speed of the system. Then, to solve the model-dependent problem, an extended state observer (ESO) is designed to estimate the unknown nonlinear dynamics, and an adaptive law is designed to estimate the unknown model parameters. To deal with the input saturation, an auxiliary variable system is utilized in the control law. The strict Lyapunov analysis guarantees that all signals of the system are semi-global uniformly ultimately bounded (SGUUB). Finally, the superiority of the proposed method is verified by comparative experiments.