In this paper, the overall framework for chilled water system in heating, ventilation, and air-conditioning (HVAC) system was analyzed, then aiming at the chilled water system, the control loop in secondary pump frequency - pressure difference was identified and the Generalized Prediction Control (GPC) algorithm was designed and deployed for the strategy of fixed pressure difference control. The GPC algorithm adopts multi-step prediction, rolling optimization and feedback correction method to suit a wide range of process. Simulation and experimental results demonstrate that the designed GPC algorithm has obvious advantages in effectiveness and superior performance with strong tracking and anti-jamming capability, compared with conventional manually tuned PID control algorithm.