Fuzzy logic systems are promising for efficient obstacle avoidance. However, it is difficult to maintain the correctness, consistency, and completeness of a fuzzy rule base constructed and tuned by a human expert. A reinforcement learning method is capable of learning the fuzzy rules automatically. However, it incurs a heavy learning phase and may result in an insufficiently learned rule base due to the curse of dimensionality. In this paper, we propose a neural fuzzy system with mixed coarse learning and fine learning phases. In the first phase, a supervised learning method is used to determine the membership functions for input and output variables simultaneously. After sufficient training, fine learning is applied which employs reinforcement learning algorithm to fine-tune the membership functions for output variables. For sufficient learning, a new learning method using a modification of Sutton and Barto's model is proposed to strengthen the exploration. Through this two-step tuning approach, the mobile robot is able to perform collision-free navigation. To deal with the difficulty of acquiring a large amount of training data with high consistency for supervised learning, we develop a virtual environment (VE) simulator, which is able to provide desktop virtual environment (DVE) and immersive virtual environment (IVE) visualization. Through operating a mobile robot in the virtual environment (DVE/IVE) by a skilled human operator, training data are readily obtained and used to train the neural fuzzy system.