Background: Blood glucose (BG) prediction plays a very important role in daily BG management of patients with diabetes mellitus. Several algorithms, such as autoregressive (AR) models and artificial neural networks, have been proposed for BG prediction. However, every algorithm has its own subject range (i.e., one algorithm might work well for one diabetes patient but poorly for another patient). Even for one individual patient, this algorithm might perform well during the preprandial period but poorly during the postprandial period. Materials and Methods: A novel framework was proposed to combine several BG prediction algorithms. The main idea of the novel framework is that an adaptive weight is given to each algorithm where one algorithm's weight is inversely proportional to the sum of the squared prediction errors. In general, this framework can be applied to combine any BG prediction algorithms. Results: As an example, the proposed framework was used to combine an AR model, extreme learning machine, and support vector regression. The new algorithm was compared with these three prediction algorithms on the continuous glucose monitoring system (CGMS) readings of 10 type 1 diabetes mellitus patients; the CGMS readings of each patient included 860 CGMS data points. For each patient, the algorithms were evaluated in terms of root-mean-square error, relative error, Clarke error-grid analysis, and J index. Of the 40 evaluations, the new adaptive-weighted algorithm achieved the best prediction performance in 37 (92.5%). Conclusions: Thus, we conclude that the adaptive-weighted-average framework proposed in this study can give satisfactory predictions and should be used in BG prediction. The new algorithm has great robustness with respect to variations in data characteristics, patients, and prediction horizons. At the same time, it is universal.