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Bl\u0103zi\u0107} [Publ. Inst. Math. (Beograd), 60, 101-107 (1996; MR 97h:53034)]). The manifold \\(M\\) is called a neutral hyper-K\u00e4hler manifold if \\(I\\), \\(J\\) and \\(K\\) are integrable and the fundamental forms \\(\\Omega_I(X, Y)= g(IX, Y)\\), \\(\\Omega_J(X, Y)= g(JX, Y)\\) and \\(\\Omega_K(X, Y)= g(KX, Y)\\) are closed.   In this paper, the author studies neutral hyper-K\u00e4hler structures on compact four-dimensional manifolds, which are called neutral hyper-K\u00e4hler surfaces. As the author points out, according to the Enriques-Kodaira classification for compact complex surfaces, for any compact neutral hyper-K\u00e4hler surface \\((M,g,I,J,K)\\) the underlying complex surface \\((M,I)\\) must be biholomorphic to one of the following: (a) a complex torus (which has the standard flat neutral hyper-K\u00e4hler structure), (b) a K3 surface (which admit no symplectic structures compatible with the opposite orientation), and (c) a primary Kodaira surface. In this paper, neutral hyper-K\u00e4hler structures on a primary Kodaira surface are investigated. Thus, the author gives a characteriation of neutral hyper-K\u00e4hler structures, in terms of a partial differential equation for the K\u00e4hler potentials, and proves that any primary Kodaira surface admits neutral hyper-K\u00e4hler structures, whose compatible neutral metrics can be chosen to be flat or 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