The object of the present study is to investigate the dynamic of closed circuit cement mills. The model that has been developed, involving integral part and a first order filter, is based exclusively on industrial data sets of three cement mills routine operation, collected in a up to one year period. The model parameters uncertainty is also assessed varying from 28% to 35% as the gain is concerning and 33% to 40% as regards the time delay. The grinding of different cement types in the same cement mill is determined as a significant source of model uncertainty. The described system identification can be utilized for the effective tuning of a robust controller regulating the cement mills operation.