The Monte Carlo simulation is applied to an air-sea coupling stochastic dynamic model with threshold in this paper. The prediction error is defined by means of the concept of phase space,the best choice tests are made for probability density functions of initial stochastic perturbations of different phase space variables as well as for the ensemble sample size of Monte Carlo simulation . The results show that the zero mean Grass distribution is the best for the probability density functions of initial stochastic perturbations and the ensembe sample size N =32 is optimal .The forecast skill for different forecast methods is examined by the climatic persistence forecast.The test results of 1982～1983 and 1986～1987 ENSO events show that the Monte Carlo ensemble prediction is superior to any single stochastic dynamical models in smoe extent,and its forecast effect is totally superior to the climatic persistence forecasts.