Owing to the uncertainty operation in the sintering process, it is easy to produce uncertain prediction errors in the single drum index prediction model, which makes the prediction results lack certain reliability. Accurate and reliable prediction of the drum index can help improve the drum index. In this paper, a prediction interval estimation method of drum index based on a light gradient boosting machine (LightGBM) and kernel density estimation (KDE) is proposed. LightGBM can obtain accurate points prediction of drum index, and then use the KDE method to obtain the estimated prediction interval of drum index. The comparison results of different methods show that LightGBM has high prediction performance, and KDE can well quantify the prediction error of drum index, which verifies the effectiveness of the prediction interval estimation method combined with LightGBM and KDE, and provides more reliable decision-making information for the optimisation of sintering process parameters.