This paper is devoted to investigating the cluster synchronization of a class of nonlinearly coupled Lur’e networks. A novel adaptive pinning control strategy is introduced, which is beneficial to achieve cluster synchronization of the Lur’e systems in the same cluster and weaken the directed connections of the Lur’e systems in different clusters. The coupled complex networks consisting of not only identical Lur’e systems but also nonidentical Lur’e systems are discussed, respectively. Based on the S-procedure and the concept of acceptable nonlinear continuous function class, sufficient conditions are obtained which prove that the complex dynamical networks can be pinned to the heterogeneous solutions for any initial values. In addition, effective and comparatively small control strengths are acquired by the designing of the adaptive updating algorithm. Finally, a numerical simulation is presented to illustrate the proposed theorems and the control schemes.