Firstly, status of grain production in Henan Province is introduced. The rapid development of grain production has brought adequate food and clothing for Henan Province, has supported the development of industrial and agricultural production, has maintained the overall stability of the whole society, and has made great contribution to the national food security. Secondly, considering the small sample of research object, the uncertain poor information and the few restrictions on data distribution, the gray forecast is usually conducted by using time series data based on GM（1，1） Model. In order to ensure the high accuracy and the application in practical prediction, residual test is used. Thirdly, according to the grain productive data in Henan Province in the years 1996-2008, Gray Prediction Model of grain production in Henan Province is established. Simulation and prediction results are obtained by the calculation of Gray System Modeling Software, indicating that grain production of Henan Province still shows a steady rise in future, and reflecting the change law of grain production. Finally, predicted target is divided into three stages according to the planning. And analysis shows that the planning target is practical and feasible.