Sewage treatment plants face significant problems as a result of the annual growth in urban sewage discharge. Substandard sewage discharge can also be caused by rising sewage treatment expenses and unpredictable procedures. The most widely used sewage treatment process in urban areas is the Anaerobic–Anoxic–Oxic (A2O) sewage treatment process. Therefore, modeling the sewage treatment process and predicting the effluent quality are of great significance. A process modeling method based on Kernel Principal Component Analysis–Particle Swarm Optimization–Stochastic Configuration Network (KPCA-PSO-SCN) is proposed for the A2O aerobic wastewater treatment process. Firstly, eight auxiliary variables were determined through mechanism analysis, including Chemical Oxygen Demand (COD) and ammonia nitrogen (NH4+) and nitrate nitrogen (NO3−) of influent water, pH, temperature (T), Mixed Liquor Suspended Solid (MLSS), Dissolved Oxygen (DO) and hydraulic residence time (HRT) in the aerobic zone. Dimensionality reduction was carried out using the kernel principal component analysis method based on the Gaussian function, and the eight-dimensional data were changed to five-dimensional data, which improved the running speed and efficiency of subsequent models. Then, according to the advantages of the particle swarm optimization algorithm, such as low calculation cost and fast convergence, combined with the advantages of stochastic configuration network general approximation performance, the PSO-SCN model was established to predict the three water quality indexes of effluent COD, NH4+, and NO3− for the aerobic zone. The experimental results proved the effectiveness of the model. Compared with classic water quality prediction algorithm models such as SCN, PSO-BP, RBF, PSO-RBF, etc., the superiority of the PSO-SCN algorithm model was demonstrated.