Anaerobic digestion process has been recognized as a promising way for waste treatment and energy recovery in a sustainable way. Modelling of anaerobic digestion system is significantly important for effectively and accurately controlling, adjusting, and predicting the system for higher methane yield. The GM(1, N) approach which does not need the mechanism or a large number of samples was employed to model the anaerobic digestion system to predict methane yield. In order to illustrate the proposed model, an illustrative case about anaerobic digestion of municipal solid waste for methane yield was studied, and the results demonstrate that GM(1, N) model can effectively simulate anaerobic digestion system at the cases of poor information with less computational expense.