There exists asymmetry characteristic of residual distribution in the regression model of city air quality forecast. It is caused by some high leverage cases. The residues of these high leverage cases have no rationality in the sense of statistical weather forecasting,and the errors of Least Square Estimation (LS) of the regression coefficient are occurred. So the errors of city air quality forecast are occurred. Thus the regression diagnosis prediction model for city air quality forecasting is proposed. The mathematical proving and the calculation of the examples show that this new model is superior to the general regression prediction model. It is illustrated by means of further analysis that rationality of regression model of city air quality is not caused by some examples,but by mathematical characteristics of the model.