Neptune Trojans (NTs) are swarms of outer solar system objects that lead/trail planet Neptune during its revolutions around the Sun. Observations indicate that NTs form a thick cloud of objects with a population perhaps ~10 times more numerous than that of Jupiter Trojans and orbital inclinations reaching ~25°. The high inclinations of NTs are indicative of capture instead of in situ formation. Here we study a model in which NTs were captured by Neptune during planetary migration when secondary resonances associated with the mean-motion commensurabilities between Uranus and Neptune swept over Neptune's Lagrangian points. This process, known as chaotic capture, is similar to that previously proposed to explain the origin of Jupiter's Trojans. We show that chaotic capture of planetesimals from an ≈35 Earth-mass planetesimal disk can produce a population of NTs that is at least comparable in number to that inferred from current observations. The large orbital inclinations of NTs are a natural outcome of chaotic capture. To obtain the ~4:1 ratio between high- and low-inclination populations suggested by observations, planetary migration into a dynamically excited planetesimal disk may be required. The required stirring could have been induced by Pluto-sized and larger objects that have formed in the disk.