Trajectory similarity-based prediction (TSBP) is an emerging real-time remaining useful life (RUL) prediction method that has drawn considerable attention in the field of data-driven prognostics. TSBP is fast, and the corresponding model is easy to train. However, TBSP only provides a point estimation of RUL, which is insufficient for some specific prognostic applications. Hence, this study introduces an improved TSBP method to handle the issue of prognostic uncertainty. On the basis of an adaptive kernel density estimation technique and β-criterion, the improved TSBP method not only provides an accurate and precise point prediction of RUL but also specifies the confidence interval of RUL prediction. The capability of obtaining the confidence interval of RUL can enhance the TSBP method for uncertainty management. The effectiveness of the proposed method is validated through two cases studies, which are related to turbofan engine prognostics.