A kind of generalized predictive control fast algorithm with constraint matrix for Hénon chaotic system is proposed. We firstly identify the chaotic system by recursive least squares parameter of forget factor, and then add one kind of constraint matrix to this algorithm. The introduction of the constraint matrix avoids the matrix inversion computation. The method needs smaller computer memory and the computational speed is higher. The abilities of tracking the reference signal and restraining the parameter perturbation and stochastic disturbance are improved. The simulated results show the effectiveness of this algorithm.