Gross calorific value (GCV) is one of the essential parameters for evaluating coal quality. Therefore, accurate GCV prediction is one of the primary ways to improve heating value as well as coal production. A novel evolutionary-based predictive system was proposed in this study for predicting GCV with high accuracy, namely the particle swarm optimization (PSO)-support vector regression (SVR) model. It was developed based on the SVR and PSO algorithms. Three different kernel functions were employed to establish the PSO-SVR models, including radial basis function, linear, and polynomial functions. Besides, three benchmark machine learning models including classification and regression trees (CART), multiple linear regression (MLR), and principle component analysis (PCA) were also developed to estimate GCV and then compared with the proposed PSO-SVR model; 2583 coal samples were used to analyze the proximate components and GCV for this study. Then, they were used to develop the mentioned models as well as check their performance in experimental results. Root-mean-squared error (RMSE), correlation coefficient (R2), ranking, and intensity color criteria were used and computed to evaluate the GCV predictive models developed. The results revealed that the proposed PSO-SVR model with radial basis function had better accuracy than the other models. The PSO algorithm was optimized in the SVR model with high efficiency. These should be used as a supporting tool in practical engineering to determine the heating value of coal seams in complex geological conditions.