In this paper, we propose a cascade predictive scheme. It divided the control system into two parts. The set-point of the previous part is got from the following part which is calculated by the general predictive control (GPC) algorithm. The set-point of the last part is the set-point of whole system. By this scheme, the control input we got can trace the set-point of the system. Simulation on the model of the missile longitudinal flight channel demonstrates the control performance is good and effective.