Development of accurate soft sensors for online quality prediction (e.g., silicon content) in an industrial blast furnace is a difficult task. A novel just-in-time-learning (JITL) prediction approach using adaptive feature-weighting for similar samples is developed. First, a dual-objective joint-optimization framework is proposed to introduce both input and output information into the model. Then, a suitable similarity criterion with feature weighting strategy is formulated, which is not considered in conventional JITL methods. Moreover, the trade-off parameter in the joint-optimization problem can be chosen automatically, without the time-consuming cross-validation procedure. The proposed method is applied to online predict the silicon content in an industrial blast furnace in China. Compared with other JITL-based soft sensors, better prediction performance has been obtained.