The prediction and analysis of natural gas demand can provide help for reasonable production scheduling and resource allocation, and then bring economic benefits to the network companies. This paper discusses the current research progress of natural gas demand prediction and other energy demand prediction, analyzes the research status and development direction in this field at home and abroad, and introduces the characteristics and development trend of the models used specially. The problems in current study and future research direction are pointed out, and the research results and the research results that can be used for reference are summarized, which can provide reference for future research on the further development of natural gas demand.