Aiming at a problem that it is difficult for accurately obtaining the mathematical model of a gas temperature for a high-speed, high-temperature heat-airflow test system, a grey box modeling method combining first principle of modeling, recursive least squares identification with auxiliary variable and correlation analysis is proposed, and the precise mathematical model of gas temperature is established. Firstly, the preliminary mathematical model of gas temperature is obtained by using the first principle modeling method, and the dynamic behaviors of the system are analyzed; the prior knowledge of the system is obtained, and the parameters that need to be identified are pointed out. Secondly, the basic principles of recursive least square identification with auxiliary variables and correlation analysis are introduced, and the uncertain parameters of the gas temperature model are identified by using the introduced methods. Finally, the precise mathematical model of gas temperature is obtained by simulation and experimental research. The research results show that the mathematical model of gas temperature established by the grey box modeling method put forward in this article has satisfactory accuracy.