The accurate and timely prediction of nitrogen oxides (NOx) emissions ensures eco-friendly and efficient operations for municipal solid waste incineration (MSWI) plants. Due to the high nonlinearity and uncertainty in MSWI processes, constructing an efficient prediction model remains challenging. This work proposes a comprehensively improved interval type-2 fuzzy neural network (CI-IT2FNN) for NOx emissions prediction. First, the neighborhood rough set (NRS) is introduced to determine the structure of this fuzzy neural network automatically, including the number of fuzzy rules and their corresponding consequent parameters. Second, an adaptive shape factor is added to the fuzzy membership function to better cope with the uncertainty, which can help to improve the generalization ability of network. Furthermore, to reduce the computational complexity, the Begian-Melek-Mendel (BMM) method is utilized as the defuzzification method in this study. Then, by integrating the linear least square estimation (LSE) and gradient decent (GD), a hierarchical learning algorithm is applied to adjust the network parameters to further enhance the learning efficiency and accuracy. Finally, after being evaluated by a benchmark simulation, the proposed CI-IT2FNN demonstrates its effectiveness and superiority on NOx emissions prediction.