In this paper, a data-driven predictive control strategy for nonlinear system is proposed and testified on a continuous stirred tank heater (CSTH) benchmark. A recursive modified partial least square (RMPLS) algorithm is employed to regress the local linear model. The algorithm of locally weighted projection regression (LWPR) is then leveraged to build the predictive model, based on which a novel data-driven predictive control strategy is put forward. The proposed predictive controller has the ability to deal with changing working conditions, benefiting from the incremental learning ability of RMPLS and LWPR. The performance of the proposed control strategy is demonstrated with the CSTH while the superiority is illustrated by comparison with an existing model-free adaptive control approach. (C) 2020 Elsevier Ltd. All rights reserved.