In this paper, we aim to solve the optimal tracking control problem for the Henon Mapping chaotic system using the direct heuristic dynamic programming (DHDP) setting with filtered tracking error. The fuzzy logic system is used to approximate the long-term utility function. Compared with the results for chaotic discrete-time system, the cost of the controller is reduced. The Lyapunov analysis approach is utilized to prove the stability of the chaotic system. It is shown that the tracking error, the adaptation law and the control input retain the property of uniformly ultimate boundedness. A simulation example is given to demonstrate the effectiveness of the proposed approach.