This chapter describes a new method to perform automated mathematical modelling (AMM) for non-linear dynamic systems using soft computing (SC) techniques, dynamical systems theory and fractal theory. It also describes a prototype implementation of the new method for AMM as a computer program written in the PROLOG programming language. This method is based on a hybrid fuzzy-fractal approach to achieve, in an efficient way, automated modelling for a particular problem using a time series as a data set. The method for AMM consists of three main parts: time series analysis, developing a set of admissible models and selecting the best model. The chapter shows how SC techniques can be used to automate the process of discovering the best model for a given dynamical system. The human experts usually try several mathematical models before they are satisfied with the “goodness” of one model.