Remaining useful life (RUL) prediction plays an important role in improving the availability and productivity of systems. To improve the accuracy of real-time remaining useful life prediction during system operation, we propose a modeling method for real-time remaining useful life prediction based on adaptive kernel window width density. Firstly, a non-parametric kernel density estimation real-time remaining useful life prediction model is proposed and a window width model with adaptive kernel window width density is established by introducing a local density factor in the window width selection. The local density of sample points is calculated by the k-nearest neighbor distance, and the kernel density estimation is performed by adaptively selecting the window width value according to the local density of sample points in the region of nonuniform distribution of sample points. As the monitoring data changes in real time, the kernel density estimates of known samples are used to recursively update the kernel density estimates of new samples. Moreover, the logarithmic transformation of random variables and space mapping are used in the establishment of the remaining useful life prediction model. The model of logarithmic kernel diffeomorphism transformation is established to solve the boundary shift problem of kernel estimation in the prediction for improving the prediction accuracy. Finally, the validity of the method is verified through case studies and the accuracy of the model is judged using evaluation quasi-measures.