This paper proposes a new approach to control a Shunt active filter (SAF) to eliminate harmonic currents and compensate reactive power , this approach called Predictive Direct Power Control (P-DPC) where the Direct Power Control is combined with a Predictive Control , PDC controls active and reactive power to get an unity power factor and when it combined with Predictive Control , the controller can predict future behavior for all possible voltage vectors , and the best vector is chosen for the next sample by minimizing a cost function . we connect this filter with a nonlinear load to the grid and simulate this systemusing Matlab , Simulink and Simpower , the results shows that P-DPC decrease Total Harmonic Distortion (THD%) of line current and make it sinusoidal and improve the power factor .