Motor brain machine interfaces (BMIs) interpret neural activities from motor-related cortical areas in the brain into movement commands to control a prosthesis. As the subject adapts to control the neural prosthesis, the medial prefrontal cortex (mPFC), upstream of the primary motor cortex (M1), is heavily involved in reward-guided motor learning. Thus, considering mPFC and M1 functionality within a hierarchical structure could potentially improve the effectiveness of BMI decoding while subjects are learning. The commonly used Kalman decoding method with only one simple state model may not be able to represent the multiple brain states that evolve over time as well as along the neural pathway. In addition, the performance of Kalman decoders degenerates in heavy-tailed nongaussian noise, which is usually generated due to the nonlinear neural system or influences of movement-related noise in online neural recording. In this letter, we propose a hierarchical model to represent the brain states from multiple cortical areas that evolve along the neural pathway. We then introduce correntropy theory into the hierarchical structure to address the heavy-tailed noise existing in neural recordings. We test the proposed algorithm on in vivo recordings collected from the mPFC and M1 of two rats when the subjects were learning to perform a lever-pressing task. Compared with the classic Kalman filter, our results demonstrate better movement decoding performance due to the hierarchical structure that integrates the past failed trial information over multisite recording and the combination with correntropy criterion to deal with noisy heavy-tailed neural recordings.