In this paper, we proposed a PID controller for unknown plant with improved GM(1,2) predictor in industry control process. The improved GM(1,2) predictor is establish by integrating cubic spline function into GM(1,2) predictor for enhancing the prediction capability of GM(1,2) predictor. Then a turning method for gains of PID controller using particle swarm optimization algorithm is proposed to further improve the control performance of PID controller with improved GM(1,2) predictor. A numerical example in industry control process is used to validate effectiveness of the improved predictor. The results show that the proposed improved predictor has good performance for controller design in industry control process.