This paper presents a predictive control method of heating system of heating power station. Firstly, the forecast of heating load is introduced using time series analysis, and the obtained result is used as an energy-saving initial value of predictive control system. Secondly, model simplification method is given and immediate control law is derived, the predictive model order is decreased from N to n. Simplification model satisfies the demand of real-time property of the control system. Thirdly, predictive error correction is used to replace error correction to implement the correction of optimum control of the system, which can improve adaptability and robustness of the system. Finally, simulation of heating system of heating power station is conducted and the results prove that the algorithm is effective in ensuring real-time control, improving tracking and robustness property.