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Based on grey method of the forecast for wear trend of the diesel engine, the Markov chains is presented, so the grey Markov model for predicting the wear trend of the diesel engine is built in this paper. The model is felled together two kind of inherent quality of time list data organically since evolvement rules is mined from time list data and random response is attained through state transfer probability matrix, which make it more scientific and rigorous. So it opens up application area of grey prediction. The example shows that the precision of grey Markov chains for predicting the trend is better than that of grey model.