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In this paper, an adaptive sliding mode control system using a double loop recurrent neural network (DLRNN) structure is proposed for a class of nonlinear dynamic systems. A new three-layer RNN is proposed to approximate unknown dynamics with two different kinds of feedback loops where the firing weights and output signal calculated in the last step are stored and used as the feedback signals in each feedback loop. Since the new structure has combined the advantages of internal feedback NN and external feedback NN, it can acquire the internal state information while the output signal is also captured, thus the new designed DLRNN can achieve better approximation performance compared with the regular NNs without feedback loops or the regular RNNs with a single feedback loop. The new proposed DLRNN structure is employed in an equivalent controller to approximate the unknown nonlinear system dynamics, and the parameters of the DLRNN are updated online by adaptive laws to get favorable approximation performance. To investigate the effectiveness of the proposed controller, the designed adaptive sliding mode controller with the DLRNN is applied to a <inline-formula> <tex-math notation="LaTeX">z </tex-math></inline-formula>-axis microelectromechanical system gyroscope to control the vibrating dynamics of the proof mass. Simulation results demonstrate that the proposed methodology can achieve good tracking property, and the comparisons of the approximation performance between radial basis function NN, RNN, and DLRNN show that the DLRNN can accurately estimate the unknown dynamics with a fast speed while the internal states of DLRNN are more stable.