Remaining useful life prediction is one of the essential processes for machine system prognostics and health management. Although there are many new approaches based on deep learning for remaining useful life prediction emerging in recent years, these methods still have the following weaknesses: (1) The correlation between the information collected by each sensor and the remaining useful life of the machinery is not sufficiently considered. (2) The accuracy of deep learning algorithms for remaining useful life prediction is low due to the high noise, over-dimensionality, and non-linear signals generated during the operation of complex systems. To overcome the above weaknesses, a general deep long short memory network-based approach for mechanical remaining useful life prediction is proposed in this paper. Firstly, a two-step maximum information coefficient method was built to calculate the correlation between the sensor data and the remaining useful life. Secondly, the kernel principal component analysis with a simple moving average method was designed to eliminate noise, reduce dimensionality, and extract nonlinear features. Finally, a deep long short memory network-based deep learning method is presented to predict remaining useful life. The efficiency of the proposed method for remaining useful life prediction of a nonlinear degradation process is demonstrated by a test case of NASA’s commercial modular aero-propulsion system simulation data. The experimental results also show that the proposed method has better prediction accuracy than other state-of-the-art methods.