The occurrence of crime has always been the main problem affecting urban public security and social security environment. Therefore, the prevention and control of crime is the focus of public security work. The traditional police strategy has poor timeliness and cannot respond and adjust in real time with the occurrence of criminal activities, and its deterrence and control of criminal activities are limited. To address the problem of low accuracy of existing crime distribution prediction models, an improved transition probability matrix for crime distribution prediction is proposed in this paper. Based on a large number of trajectory data of criminals, this paper quantitatively describes the temporal and spatial characteristics of crowd movement in different areas of the city by using the temporal and spatial transfer probability. Then, combining Markov chain and Bayes’ theorem, the probability model of spatio-temporal transfer of criminal groups in regions is constructed. Finally, the model predicts the number of crimes in urban grid areas.