In this paper, a predictive control approach using neural networks for active power filter is proposed. The control system of active power filter using this method make using of the internal model control technology based on neural networks, meanwhile, to solve its questions such as lag because of calculating using neural networks, a predictive model based on neural networks is introduced. Simulation analysis shows that this control approach can compensate the lag of system and take advantage of self-adaptive characteristic of neural networks. Good result can be obtained.