Because the double closed-loop control system structure of pressure and position for servo direct drive pump-control-cylinder are complex, nonlinear and time-invariance, the analysis solely based on mathematical model will be very complicate with inaccurate result. By analyzing the double closed-loop control principle of pressure and position for pump-control-cylinder, a physical model of the system control loop was set up by AMEsim, and the wavelet neural network control model was constructed by Simulink. Then, the co-simulation analysis was conducted, and the experimentation and verification were also performed. Therefore, three-phase AC permanent magnet synchronous motor was used as the servo motor, DSP28335 was used as the control chip, and the telda ASDA-A2 servo drive was used as the drive. The experiment was controlled by both common PID control and wavelet neural network control, and the response characteristics curves of pressure and position under rated load were analyzed. The results show that the control precision and stability of control system for servo direct drive pump-control-cylinder system can be improved significantly by the wavelet neural network control.