This paper embarks a study on multi-agent transfer learning for addressing the specific challenges that arise in complex multi-agent systems where agents have different or even competing objectives. Specifically, beyond the essential backbone of a state-of-the-art evolutionary Transfer Learning framework (eTL), this paper presents the novel Transfer Learning framework with Prediction (eTL-P) as an upgrade over existing eTL to endow agents with abilities to interact with their opponents effectively by building candidate models and accordingly predicting their behavioral strategies. To reduce the complexity of candidate models, eTL-P constructs a monotone submodular function, which facilitates to select Top-K models from all available candidate models based on their representativeness in terms of behavioral coverage as well as reward diversity. eTL-P also integrates social selection mechanisms for agents to identify their better performing partners, thus improving their learning performance and reducing the complexity of behavior prediction by reusing useful knowledge with respect to their partners' mind universes. Experiments based on a partner-opponent minefield navigation task (PO-MNT) have shown that eTL-P exhibits the superiority in achieving higher learning capability and efficiency of multiple agents when compared to the state-of-the-art multiagent transfer learning approaches.