Modeling of energy consumption (EC) and effluent quality (EQ) are very essential problems that need to be solved for the multiobjective optimal control in the wastewater treatment process (WWTP). To address this issue, a density peaks-based adaptive fuzzy neural network (DP-AFNN) is proposed in this study. To obtain suitable fuzzy rules, a DP-based clustering method is applied to fit the cluster centers to process nonlinearity. The parameters of the extracted fuzzy rules are fine-tuned based on the improved Levenberg-Marquardt algorithm during the training process. Furthermore, the analysis of convergence is performed to guarantee the successful application of the DP-AFNN. Finally, the proposed DP-AFNN is utilized to develop the models of EC and EQ in the WWTP. The experimental results show that the proposed DP-AFNN can achieve fast convergence speed and high prediction accuracy in comparison with some existing methods.