Existing methods on decentralized optimal control of continuous-time nonlinear interconnected systems require a complicated and time-consuming iteration on finding the solution of Hamilton–Jacobi–Bellman (HJB) equations. In order to overcome this limitation, in this article, a decentralized adaptive neural inverse approach is proposed, which ensures the optimized performance but avoids solving HJB equations. Specifically, a new criterion of inverse optimal practical stabilization is proposed, based on which a new direct adaptive neural strategy and a modified tuning functions method are proposed to design a decentralized inverse optimal controller. It is proven that all the closed-loop signals are bounded and the goal of inverse optimality with respect to the cost functional is achieved. Illustrative examples validate the performance of the methods presented.