This document describes a predictive approach for power quality improvement using direct power control (Predictive-DPC) for a shunt active power filter (SAPF) system. The proposed Predictive-DPC control calculates the appropriate average voltage vector at each sampling period to cancel errors between the instantaneous active and reactive powers and their references, indirectly forcing the SAPF to generate the compensation current needed. Simulation results show the Predictive-DPC control achieves good steady state and transient performance with high harmonic elimination, regulating active power and maintaining zero reactive power under load variations. A comparative analysis found Predictive-DPC control offers improvements over conventional DPC control for SAPF systems.