This study aims at presenting a nonlinear, recursive, multivariate prediction model of the subcutaneous glucose concentration in type 1 diabetes. Nonlinear regression is performed in a reproducing kernel Hilbert space, by either the fixed budget quantized kernel least mean square (QKLMS-FB) or the approximate linear dependency kernel recursive least-squares (KRLS-ALD) algorithm, such that a sparse model structure is accomplished. A multivariate feature set (i.e., subcutaneous glucose, food carbohydrates, insulin regime and physical activity) is used and its influence on short-term glucose prediction is investigated. The method is evaluated using data from 15 patients with type 1 diabetes in free-living conditions. In the case when all the input variables are considered: (i) the average root mean squared error (RMSE) of QKLMS-FB increases from 13.1 mg dL (mean absolute percentage error (MAPE) 6.6%) for a 15-min prediction horizon (PH) to 37.7 mg dL (MAPE 20.8%) for a 60-min PH and (ii) the RMSE of KRLS-ALD, being predictably lower, increases from 10.5 mg dL (MAPE 5.2%) for a 15-min PH to 31.8 mg dL (MAPE 18.0%) for a 60-min PH. Multivariate data improve systematically both the regularity and the time lag of the predictions, reducing the errors in critical glucose value regions for a PH ≥ 30 min. Graphical abstract ᅟ.