Continuous emission monitoring system is commonly employed to monitor NOx emissions in municipal solid waste incineration (MSWI) processes. However, it still encounters the challenges of regular maintenance and measurement lag. These issues significantly impact the accurate and stable control of NOx emissions. Therefore, developing a soft NOx emission sensor to complement hardware monitoring becomes imperative. Considering data noise, dynamic nonlinearity, time series characteristics and volatility in the MSWI process, this article introduces a soft sensor model for NOx emission prediction utilizing the complete ensemble empirical mode decomposition adaptive noise (CEEMDAN)-wavelet threshold (WT) method and bidirectional long short-term memory (Bi-LSTM). Firstly, the original data signal is decomposed into a group of intrinsic mode functions (IMFs) using the CEEMDAN. Subsequently, the WT processes the high-frequency IMFs that are noise-dominant. Then, all IMFs are reconstructed to obtain the denoized signal. Finally, the Bi-LSTM model is employed to predict NOx emissions. Compared to conventional modelling approaches, the model proposed in this article demonstrates the best predictive performance. The mean absolute percentage error, root-mean-squared error and average absolute error on the test set of the proposed model are 3.75%, 5.34 mg m−3 and 4.34 mg m−3, respectively. The proposed model provides a new method to soft sensing NOx emissions. It holds significant practical value for precise and stable monitoring of NOx emissions in MSWI processes and provides a reference for research on modelling key process parameters.