There has been a growing interest in the study of adaptive/approximate dynamic programming (ADP) in recent years. The ADP technique provides a powerful tool to understand and improve the principled technologies of machine intelligence system. As one of the ADP algorithms based on adaptive critic neural networks (NNs), the direct heuristic dynamic programming (direct HDP) has demonstrated some successful applications in solving realistic engineering control problems. In this study, based on a three-network architecture in which the reinforcement signal is approximated by an additional NN, a novel integrated design method for intensified direct HDP is developed. The new design approach is implemented by using multiple PID neural networks (PIDNNs), which effectively takes into account structural knowledge of system states and control that are usually present in a physical system. By using a Lyapunov stability approach, a uniformly ultimately boundedness (UUB) result is proved for our PIDNNs-based intensified direct HDP learning controller. Furthermore, the learning and control performances of the proposed design is tested using the popular cart-pole example to illustrate the key ideas of this paper.