This paper presents a novel PQ (active and reactive power) theory based on an ultralocal model to enable model-free predictive direct power control (MF-PDPC) for shunt active power filters (SAPFs). The proposed PQ theory defines general dynamic equations for active and reactive powers using voltages from two corresponding nodes and incorporates unknown disturbance terms, which are estimated in real-time through the designed PQ observers. Observer convergence is validated using the Lyapunov theory. With this PQ theory, an MF-PDPC approach for SAPFs is developed that operates independently of system parameters. Unlike traditional model predictive direct power control, which relies on current predictions, the proposed MF-PDPC method directly predicts active and reactive powers at the next sampling instant. Simulation results confirm the effectiveness of the proposed approach.