A new 3-degree-of-freedom gimbal system design has been developed and experimented at Universiti Malaysia Perlis (UniMAP). The gimbal system is built from polylactic acid (PLA) using a 3D printer. Based on the analysis, the gimbal system can hold up to 23.45 kg and 69.90 MPa of stress. Thus, the gimbal system requires further analysis to investigate the system’s capability in terms of control and stability. Hence, this paper models the gimbal system to the mathematical modelling using the black-box technique with the Nonlinear ARX (NARX) model to achieve the objective. There are six regressor parameters set up to obtain the model where the input and output data for the gimbal axes (roll, pitch and yaw) are gathered from the experiment. The result shows that the best fitting percentage with low complexity is the 4th-order nonlinear regressor with 96.08% (yaw), 95.63% (roll) and 94.65% (pitch). Thus, the gimbal system shows that the model has high accuracy and is suitable to use for further control and stability analysis.