The system identification method of single-phase photovoltaic grid-connected inverter NARX model was proposed. For the black box feature of commercial photovoltaic grid-tied inverters, as well as the strongly nonlinear problem of the inverter which cannot be solved by existing linear modeling approach, in this method, the inverter was considered as a black box, wherein it was not necessary to know the topology and the parameters of the inverter internal circuits and power switching devices, as well as the type and logical relations of the control system. It only used the input-output external measurement data of the inverter, based on the NARX model nonlinear system identification techniques, to create an accurate mathematical model. The model can accurately imitate the behavior of the commercial inverter, and has simple structure and a small amount of computation. It takes a good balance between the complexity of the model and the model accuracy. It is suitable for power system with the grid-connected photovoltaic system scheduling, joint operation and coordinated control, and stochastic simulation research areas, in which the fast modeling and simple model structure are required.