Deemed as the third generation of neural networks, the event-driven Spiking Neural Networks(SNNs) combined with bio-plausible local learning rules make it promising to build low-power, neuromorphic hardware for SNNs. However, because of the non-linearity and discrete property of spiking neural networks, the training of SNN remains difficult and is still under discussion. Originating from gradient descent, backprop has achieved stunning success in multi-layer SNNs. Nevertheless, it is assumed to lack biological plausibility, while consuming relatively high computational resources. In this paper, we propose a novel learning algorithm inspired by predictive coding theory and show that it can perform supervised learning fully autonomously and successfully as the backprop, utilizing only local Hebbian plasticity. Furthermore, this method achieves a favorable performance compared to the state-of-the-art multi-layer SNNs: test accuracy of 99.25% for the Caltech Face/Motorbike dataset, 84.25% for the ETH-80 dataset, 98.1% for the MNIST dataset and 98.5% for the neuromorphic dataset: N-MNIST. Furthermore, our work provides a new perspective on how supervised learning algorithms are directly implemented in spiking neural circuitry, which may give some new insights into neuromorphological calculation in neuroscience.