The invention discloses a multi-model fractional order weight prediction function control method of an electric heating furnace. First of all, a work temperature interval of the electric heating furnace is divided into several subintervals, then, fractional order models are established on the corresponding subintervals, then by use of an Oustatloup approximation method, the fractional order models are converted into high-order integer models, by use of a prediction control function method, a controller of each interval is designed, finally, according to errors between the models and actual objects, a proportion factor of each model is established, and accordingly, controller input of a multi-model structure is obtained. According to the invention, a local state space model of a controlled object is established and a previous nonlinear model is converted into a linear local model, such that the control performance of a system is improved, and at the same time, application of a model prediction control method in a fractional order system is facilitated.