In view of a detailed analysis of the energy demand characteristics of Anhui Province, as well as a scientific forecast of its future energy consumption, thus providing a basis for formulating the 15th Five-Year Plan for energy development in Anhui, a grey Markov optimized combination model has thus been adopted for the future energy consumption prediction of Anhui Province. The research results indicate that: The energy consumption in Anhui Province is characterized with a yearly increase, a "coal-dominated" energy structure, a high potential per capita energy consumption demand, a low energy consumption intensity, and a high energy consumption elasticity coefficient; It is expected that by 2025 and 2030, the energy consumption in Anhui Province will reach 177.853 8 million tons of standard coal and 217.237 9 million tons of standard coal, respectively; There is a high accuracy in the constructed Anhui Province energy demand forecast combination model (with a prediction error of 0.17%). To construct a "clean, low-carbon, safe and efficient" energy system in Anhui Province, it is recommended that governmental administrators of Anhui Province respond to the constantly rising energy demand by advocating energy conservation, improving energy utilization efficiency, vigorously developing renewable energy, intensifying technological innovation and strengthening regional energy cooperation, etc.