Timely and accurate three-dimensional (3-D) NOx concentration distribution prediction is essential for achieving low-emission and efficient operation in power plants. This study proposed a theory-guided data-driven prediction method for the 3-D NOx concentration distribution prediction. Firstly, the method created a foundational dataset by fusing numerical simulation data from the computational fluid dynamics (CFD) with operational data from the distributed control system (DCS). Then, the data was classified into three load condition categories, and the center operating conditions for each category were computed separately. Subsequently, the K-means algorithm was employed to extract representative data to address the computational challenges associated with big data. Finally, a Theory-Guided Deep Neural Network model (TG-DNN) was established leveraging the principle of carbon element mass conservation and deep neural network. Experimental results demonstrate that the method effectively monitors the 3-D NOx concentration distribution, potentially facilitating efficient production processes.