The data on the coal production and consumption in Jilin Province for the last ten years were collected,and the Grey System GM( 1,1) model and unary linear regression model were applied to predict the coal consumption of Jilin Production in 2014 and 2015. Through calculation,the predictive value on the coal consumption of Jilin Province was attained,namely consumption of 2014 is 114. 84 × 106 t and of 2015 is 117. 98 ×106t,respectively. Analysis of error data indicated that the predicted accuracy of Grey System GM( 1,1) model on the coal consumption in Jilin Province improved 0. 21% in comparison to unary linear regression model.