In marine missions that involve 3D path following tasks, the overall goal of Underwater Vehicles (UVs) is the successful completion of a path previously specified by the operator. This implies that the path must be followed by the UV as closely as possible and arrive at a location for collection by a vessel. In this paper, an Online Interval Type-2 Fuzzy Extreme Learning Machine (OIT2-FELM) is suggested to achieve a robust following behaviour along a predefined 3D path using a Remotely Operated Underwater Vehicle (ROV). The proposed machine is a fast sequential learning scheme to the training of a more generalised model of TSK Interval Type-2 Fuzzy Inference Systems (TSK IT2 FISs) equivalent to Single Layer Feedforward Neural Networks (SLFNs). Learning new input data in the OIT2-FELM can be done one-by-one or chunk-by-chunk with a fixed or varying size. The OIT2-FELM is implemented in a hierarchical navigation strategy (HNS) as the main guidance mechanism to infer local control motions and to provide the ROV with the necessary autonomy to complete a predefined 3D path. For local path-planning, the OIT2-FELM performs signal classification for obstacle avoidance and target detection based on data collected by an on-board scan sonar. To evaluate the performance of the proposed OIT2-FELM, two different experiments are suggested. First, a number of benchmark problems in the field of non-linear system identification, regression and classification problems are used. Secondly, a number of experiments to the completion of a predefined 3D path using an ROV is implemented. Compared to other fuzzy strategies, the OIT2-FELM offered two significant capabilities. On the one hand, the OIT2-FELM provides a better treatment of uncertainty and noisy signals in underwater environments while improving the ROV's performance. Secondly, online learning in OIT2-FELM allows continuous knowledge discovery from survey data to infer the surroundings of the ROV. Experiment results to the completion of 3D paths show the effectiveness of the ...