How an agent can act optimally in stochastic, partially observable domains is a challenge problem, the standard approach to address this issue is to learn the domain model firstly and then based on the learned model to find the (near) optimal policy. However, offline learning the model often needs to store the entire training data and cannot utilize the data generated in the planning phase. Furthermore, current research usually assumes the learned model is accurate or presupposes knowledge of the nature of the unobservable part of the world. In this paper, for systems with discrete settings, with the benefits of Predictive State Representations~(PSRs), a model-based planning approach is proposed where the learning and planning phases can both be executed online and no prior knowledge of the underlying system is required. Experimental results show compared to the state-of-the-art approaches, our algorithm achieved a high level of performance with no prior knowledge provided, along with theoretical advantages of PSRs. Source code is available at https://github.com/DMU-XMU/PSR-MCTS-Online.