Abstract: In this paper, the authors selected 2005-2013 coal consumption data to establish Gray System GM (1,1) model in Jilin Province, and made posterior-variance test. The test results of posterior error ratio is less than 0.35, and the minimum error rate is greater than 0.95. The results show that this model is applicable to prediction of coal consumption in Jilin Province. The coal consumption in 2014 was 114.84×106 tons, and was 117.98×106 tons in 2015. In addition, the countermeasures of coal development in Jilin Province are discussed.