In this study, we developed and tested a novel adaptive controller for powered transfemoral prostheses. Adaptive dynamic programming (ADP) was implemented within the prosthesis control to complement the existing finite state impedance control (FS-IC) in a prototypic active-transfemoral prosthesis (ATP). The ADP controller interacts with the human user-prosthesis system, observes the prosthesis user's dynamic states during walking, and learns to personalize user performance properties via online adaptation to meet the individual user's objectives. The new ADP controller was preliminarily tested on one able-bodied subject walking on a treadmill. The test objective was for the user to approach normative knee kinematics by tuning the FS-IC impedance parameters via ADP. The results showed the ADP was able to adjust the prosthesis controller to generate the desired normative knee kinematics within 10 minutes. In the meantime, the FS-IC impedance parameters converged at the end of the adaptive tuning procedure while maintaining the desired human-prosthesis performance. This study demonstrated the feasibility of ADP for adaptive control of a powered lower limb prosthesis. Future research efforts will address several important issues in order to validate the system on amputees. To achieve this goal, human user-centered performance objective functions will be developed, tested, and used in this adaptive controller design.