In the process of fault diagnosis and the health and safety operation evaluation of modern industrial processes, it is crucial to measure important state variables, which cannot be directly detected due to limitations of economy, technology, environment and space. Therefore, this paper proposes a data-driven soft sensor approach based on an echo state network (ESN) optimized by an improved genetic algorithm (IGA). Firstly, with an ESN, a data-driven model (DDM) between secondary variables and dominant variables is established. Secondly, in order to improve the prediction performance, the IGA is utilized to optimize the parameters of the ESN. Then, the immigration strategy is introduced and the crossover and mutation operators are changed adaptively to improve the convergence speed of the algorithm and address the problem that the algorithm falls into the local optimum. Finally, a soft sensor model of an ESN optimized by an IGA is established (IGA-ESN), and the advantages and performance of the proposed method are verified by estimating the alumina concentration in an aluminum reduction cell. The experimental results illustrated that the proposed method is efficient, and the error was significantly reduced compared with the traditional algorithm.