The concentration prediction of PM2.5 plays a vital role in controlling the air and improving the environment. This paper proposes a prediction model (namely EEMD-ALSTM) based on Ensemble Empirical Mode Decomposition (EEMD), Attention Mechanism and Long Short-Term Memory network (LSTM). Through the combination of decomposition and LSTM, attention mechanism is introduced to realize the prediction of PM2.5 concentration. The advantage of EEMD-ALSTM model is that it decomposes and combines the original data using the method of ensemble empirical mode decomposition, reduces the high nonlinearity of the original data, and Specially reintroduction the attention mechanism, which enhances the extraction and retention of data features by the model. Through experimental comparison, it was found that the EEMD-ALSTM model reduced its MAE and RMSE by about 15% while maintaining the same R2 correlation coefficient, and the stability of the model in the prediction process was also improved significantly.