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The load object of ball mill in thermal power plant has complex traits that are large time-delay, slow time-varying, strongly nonlinear, etc. It is difficult to obtain satisfactory control performance using conventional control methods. The model-free adaptive control method based on grey prediction was introduced to control ball mill load in this paper. This method combined the adaptive, anti-interference features of model-free control with the time-delay prediction, overshoot suppression, rapid stability of grey prediction model, the measured output value of load object was replaced by the predicted result of grey model, then, the model free adaptive control was used for close-loop control. The simulation results show that the control method has fast response, small overshoot, good robustness, strong anti-interference ability, it can effectively solve the large time-delay, nonlinear and adaptive problems.