Achieving accurate predictions of urban NO2 concentration is essential for effectively control of air pollution. This paper selected the concentration of NO2 in Tianjin as the research object, concentrating predicting model based on Discrete Wavelet Transform and Long- and Short-Term Memory network (DWT-LSTM) for predicting daily average NO2 concentration. Five major atmospheric pollutants, key meteorological data, and historical data were selected as the input indexes, realizing the effective prediction of NO2 concentration in the next day. Firstly, the input data were decomposed by Discrete Wavelet Transform to increase the data dimension. Furthermore, the LSTM network model was used to learn the features of the decomposed data. Ultimately, Support Vector Regression (SVR), Gated Regression Unit (GRU), and single LSTM model were selected as comparison models, and each performance was evaluated by the Mean Absolute Percentage Error (MAPE). The results show that the DWT-LSTM model constructed in this paper can improve the accuracy and generalization ability of data mining by decomposing the input data into multiple components. Compared with the other three methods, the model structure is more suitable for predicting NO2 concentration in Tianjin.