Abstract: To solve the optimal control problem for a class of discrete-time nonlinear systems with control time delay and saturation, control coupling terms in the performance index function are processed by reconstructing the performance index function and system transformation. Then a suitable function is introduced to solve the control saturation problem. A new performance index function is presented which applies an iterative adaptive dynamic programming (ADP) algorithm to obtaining the optimal control. An approximation function based on neural networks is applied to solving the optimal control problem. The simulation results verify the effectiveness of the method.