Direct volume rendering (DVR) aims to help users identify and examine regions of interest (ROIs) within volumetric data, and feature representations that support effective ROI classification and clustering play a fundamental role in volume exploration. Existing approaches typically rely on either explicit local feature representations or implicit convolutional feature representations learned from raw volumes. However, explicit local feature representations are limited in capturing broader geometric patterns and spatial correlations, while implicit convolutional feature representations do not necessarily ensure robust performance in practice, where user supervision is typically limited. Meanwhile, implicit neural representations (INRs) have recently shown strong promise in DVR for volume compression, owing to their ability to compactly parameterize continuous volumetric fields. In this work, we propose NeuVolEx, a neural volume exploration approach that extends the role of INRs beyond volume compression. Unlike prior compression methods that focus on INR outputs, NeuVolEx leverages feature representations learned during INR training as a robust basis for volume exploration. To better adapt these feature representations to exploration tasks, we augment a base INR with a structural encoder and a multi-task learning scheme that improve spatial coherence for ROI characterization. We validate NeuVolEx on two fundamental volume exploration tasks: image-based transfer function (TF) design and viewpoint recommendation. NeuVolEx enables accurate ROI classification under sparse user supervision for image-based TF design and supports unsupervised clustering to identify compact complementary viewpoints that reveal different ROI clusters. Experiments on diverse volume datasets with varying modalities and ROI complexities demonstrate NeuVolEx improves both effectiveness and usability over prior methods

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