In order to solve the problem of mobile robot path planning in globally static unknown environment and dynamic obstacles unknown environment, using the rolling optimization concept adopted in predictive control, put forward mobile robot path planning method based on rolling windows. Use the mobile real-time obtained locally environmental information, through effective scenario prediction progress on-line planning in rolling style. The wall-following method can prove mobile robot is autonomous at local path planning. Simulation result shows that the algorithm proposed in this paper is well suitable to the unknown environment with its low calculation burden and quick response to the changes of the environment.