The nonlinear autoregressive exogenous (NARX) model shows a strong expression capacity for nonlinear systems since these systems have limited information about their structures. However, it is difficult to model the NARX system with a relatively high dimension by using the popular polynomial NARX and the neural network efficiently. This article uses the tensor network B-spline (TNBS) to model the NARX system, whose representation of the multivariate B-spline weight tensor can alleviate the computation and store burden for processing high-dimensional systems. Furthermore, applying the multi-innovation identification theory and the hierarchical identification principle, the recursive algorithm by combining the l 2 -norm is proposed to the NARX system with Gaussian noise. Because of the local adjustability of the B-spline curve, the TNBS can fit nonlinear systems with strong nonlinearity by the meaning of setting a proper degree and knots number. Finally, a numerical experiment is given to demonstrate the effectiveness of the proposed algorithm.