Prediction of Remaining Useful Life (RUL) of lithium-ion batteries plays a significant role in battery health management. Battery capacity is often chosen as the Health Indicator (HI) in research on lithium-ion battery RUL prediction. In the rest time of batteries, capacity will produce a certain degree of regeneration phenomenon, which exists in the use of each battery. Therefore, considering the capacity regeneration phenomenon in RUL prediction of lithium-ion batteries is helpful to improve the prediction performance of the model. In this paper, a novel method fusing the wavelet decomposition technology (WDT) and the Nonlinear Auto Regressive neural network (NARNN) model for predicting the RUL of a lithium-ion battery is proposed. Firstly, the multi-scale WDT is used to separate the global degradation and local regeneration of a battery capacity series. Then, the RUL prediction framework based on the NARNN model is constructed for the extracted global degradation and local regeneration. Finally, the two parts of the prediction results are combined to obtain the final RUL prediction result. Experiments show that the proposed method can not only effectively capture the capacity regeneration phenomenon, but also has high prediction accuracy and is less affected by different prediction starting points.