Anthropogenic emissions play an important role in air quality forecasting. To improve the forecasting accuracy, the use of nudging as the data assimilation method, combined with extremely randomized trees (ExRT) as the machine learning method, was developed and applied to adjust the anthropogenic emissions in the Community Multiscale Air Quality modeling system (CMAQ). This nudging–ExRT method can iterate with the forecast and is suitable for linear and nonlinear emissions. For example, an episode between 15 and 30 January 2019 was simulated for China’s Beijing–Tianjin–Hebei (BTH) region. For PM_2.5, the correlation coefficient of the site averaged concentration (Ra) increased from 0.85 to 0.94, and the root mean square error (RMSEa) decreased from 24.41 to 9.97 µg/m³. For O₃, the Ra increased from 0.75 to 0.81, and the RMSEa decreased from 13.91 to 12.07 µg/m³. These results showed that nudging–ExRT can significantly improve forecasting skills and can be applied to routine air quality forecasting in the future.