Establishing an accurate and stable NOx concentration prediction model is the foundation for achieving environmental protection in coal-fired power plant denitrification. In this research, a data-driven hybrid prediction model (BMFE-MFST-GNN) is proposed to improve the prediction accuracy of inlet NOx concentrations. First, we develop the adaptive variational modal decomposition method (FEVMD) to decompose historical NOx concentration data into simple and smooth subsequences and extract time-frequency features. Second, we propose the boosting mutual information feature selection algorithm (BMIFS) to determine the best set of auxiliary variables. The delay time is calculated based on the maximal information coefficient (MIC) to reconstruct the datasets. Then, the multi-channel fused spectral temporal graph neural network (MFST-GNN) is created to build the graph feature information of decomposed subsequences and reconstructed auxiliary variables to predict the concentration subsequences. Finally, we integrate the subsequence prediction results to obtain the future NOx concentrations. The experimental results demonstrate that the proposed method outperforms several comparative models in predicting NOx concentrations.