In order to ensure diesel engine operating reliably, need to forecast the performance parameters of diesel engine. Grey system theory, a method to research poor information and uncertain system, was approached to sequential turbocharged diesel engine. Grey forecast model of boost pressure of sequential turbocharged diesel engine was established. The precision of the forecast model was inspected by grey relation analysis, it is proved that the model has a good precision and is suitable to forecasting boost pressure. The relatively error of the forecast result is 2.5%. And it establishes the base for forecasting control and failure prediction of diesel engine sequential turbocharging system.