In this paper, a trajectory tracking control strategy is proposed for multi-legged underwater robot in the presence of input saturation and full-state constraints. An anti-windup compensator is introduced to solve the input saturation problem, which can compensate for the saturation difference directly. Besides, the state constrains are addressed by a new state saturation function and the external unknown disturbances are solved by interval type-2 fuzzy neural network approximator. The dynamic surface control method combines with backstepping method is utilised to construct Lyapunov function. The control law and signals of the closed-loop system can be guaranteed to achieve semi-global uniform boundedness. Numerical simulations are presented to show the effectiveness of the proposed algorithm.