A new residual life prediction method for complex systems based on Wiener process and evidential reasoning is proposed to predict the residual life of complex systems effectively. Moreover, the better maintenance strategies and decision supports are provided. For the residual life prediction of complex systems, the maximum likelihood method is adopted to estimate the drift coefficient, and the Bayesian method is adopted to update the parameters of Wiener process. The process of parameters estimation and the probability density function (PDF) of the residual life are deduced. To improve the accuracy of the residual life prediction results, the evidential reasoning (ER) is used to integrate the prediction results of Wiener process. Finally, a case study of gyroscope is examined to illustrate the feasibility and effectiveness of the proposed method, compared with fuzzy theory, which provides an important reference for the optimization of the reliability of complex systems and improvement.