Air pollutant concentration forecasting is an effective way which protects health of the public by the warning of the harmful air contaminants. In this study, a hybrid prediction model has been established by using information gain, wavelet decomposition transform technique, and LSTM neural network, and applied to the daily concentration prediction of atmospheric pollutants (PM2.5, PM10, SO2, NO2, O3, and CO) in Beijing. First, the collected raw data are selected by feature selection by information gain, and a set of factors having a strong correlation with the prediction is obtained. Then, the historical time series of the daily air pollutant concentration is decomposed into different frequencies by using a wavelet decomposition transform and recombined into a high-dimensional training data set. Finally, the LSTM prediction model is trained with high-dimensional data sets, and the parameters are adjusted by repeated tests to obtain the optimal prediction model. The data used in this study were derived from six air pollution concentration data in Beijing from 1/1/2014 to 31/12/2016, and the atmospheric pollutant concentration data of Beijing between 1/1/2017 and 31/12/2017 were used to test the predictive ability of the data set test model. The results show that the evaluation index MAPE of the model prediction is 7.45%. Therefore, the hybrid prediction model has a higher value of application for atmospheric pollutant concentration prediction, because this model has higher prediction accuracy and stability for future air pollutant concentration prediction.