A neural fuzzy system learning with fuzzy training data (fuzzy if-then rules) is proposed in this paper. This system is able to process and learn numerical information as well as linguistic information. At first, we propose a five-layered neural network for the connectionist realization of a fuzzy inference system. The connectionist structure can house fuzzy logic rules and membership functions for fuzzy inference. We use alpha-level sets of fuzzy numbers to represent linguistic information. The inputs, outputs, and weights of the proposed network can be fuzzy numbers of any shape. Furthermore, they can be hybrid of fuzzy numbers and numerical numbers through the use of fuzzy singletons. Based on interval arithmetics, a fuzzy supervised learning algorithm is developed for the proposed system. It extends the normal supervised learning techniques to the learning problems where only linguistic teaching signals are available. The fuzzy supervised learning scheme can train the proposed system with desired fuzzy input-output pairs which are fuzzy numbers instead of the normal numerical values. With fuzzy supervised learning, the proposed system can be used for rule base concentration to reduce the number of rules in a fuzzy rule base. Simulation results are presented to illustrate the performance and applicability of the proposed system.