The paper focuses on modelling and system identification of an air handling unit (AHU), which is part of larger heating ventilation and air conditioning (HVAC) system dedicated for clean room manufacturing. The aim is to use the model for subsequent control optimisation and further for control system design. The underlying physical relations of an AHU are investigated through a white-box model. Based on the white-box model considerations a discrete-time bilinear black-box model is proposed. The AHU cooling/heating capacity is altered by means of water valves. The valve introduces a Hammerstein nonlinearity on the system input, which needs to be additionally identified together with the dynamic bilinear model representing the heating/cooling coil of the AHU. The discrete-time model coefficients are then estimated based on real measurements.