The policy-based methods have achieved remarkable success in solving challenging reinforcement learning (RL) problems. Among these methods, the off-policy policy gradient (OPPG) methods are particularly important because they can benefit from off-policy data. However, these methods suffer from the high variance of the OPPG estimator, which results in poor sample efficiency during training. In this article, we propose an off-policy policy gradient method with the optimal action-dependent baseline (Off-OAB) to mitigate this variance issue. Specifically, this baseline maintains the OPPG estimator’s unbiasedness while theoretically minimizing its variance. To enhance practical computational efficiency, we design an approximated version of this optimal baseline. Utilizing this approximation, our method (Off-OAB) aims to decrease the OPPG estimator’s variance during policy optimization. We evaluate the proposed Off-OAB method on six representative tasks from OpenAI Gym and MuJoCo, where it demonstrably surpasses the state-of-the-art methods on the majority of these tasks.