According to the fact that the characteristics of coal and gas outburst exist many uncertain influencing factors, and studying the theory of the coal and gas outburst and set pair analysis, this paper built the regional forecasting model of generalized regression neural network in coal and gas outburst, and put forward the optimization selection algorithm of smoothing factor in the GRNN to raise the precision of forecasting. By proving the application examples, the results had higher precision and were fit to the actual situation. The studying results proved the rationality and feasibility of this method, and it would be more guiding significance for raising the ability of regional forecasting of coal and gas outburst.