To effectively predict cigarette sales and improve the competitiveness of tobacco business enterprises, the characteristics of actual cigarette sales were detailed analyzed. Due to the long-term growth trends, seasonal fluctuations and the nonlinearity of monthly sales, we established three single forecasting models, which are Exponential Smoothing (ES), Seasonal Decomposition (SD) and Radial Basis Function (RBF) neural network. After obtaining the predicted value of three single models, the combination forecasting model was proposed. The weights of the three single models were computed using Mean Absolute Error and the mean relative error respectively, the result shows that relative error is more effective. A dynamic weight combination forecasting method based on RBF is proposed and compared with fixed weight method. Finally, the prediction accuracy of different models was compared based on the criteria of MAPE and RMSE, and the effectiveness of the combination method was proved, the proposed model can take advantage of the strengths of the three single models, the results indicate that the combination forecasting model suitable for cigarette sales has higher prediction accuracy. In some cases, the prediction accuracy of the fixed weight combination model is better than the dynamic weight combination model. The results can provide a certain reference to cigarette sales forecasting.