In hydraulic AGC(Automatic Gauge Control) system of cold rolling mill, electrichydaulic force system is its important part. Because setting value of electrichydaulic force servo system of cold rolling mill is determined by gauge loop, setting value of electrichydaulic force system is time varying. Adaptive predictive control algorithm was proposed,it combined adaptive control with dynamic matrix control. And control parameters of predictive controller was adjusted by online identification to gain better control effect. The control algorithm was based on step response of controlled objective. Experimant result proves that static and dynamic characteristics of electrichydaulic force system is largely improved by using this control strategy.