As a distributed energy storage system, smart home energy (SHE) system can be used to reduce the consumption cost of household users. Aiming at the optimal control SHE systems, a novel multi-iteration adaptive dynamic programming (MIADP) method is constructed. The present algorithm introduces three iterations, namely, exterior iteration, local iteration and interior iteration, to ensure that the iterative Q-function converges to the optimal, and thus the optimal energy storage control scheme of the SHE system with solar energy is obtained. Finally, the present MIADP algorithm is illustrated by the experimental results.