It is undeniable that the world is changing rapidly. Some of these changes are welcomed, while others bring about fear and anxiety. Today’s systems have become more and more complex and dynamic. The concept of complex dynamical systems (CDS) arises in many scientific fields and technological areas. Modelling and controlling CDS is a very difficult and challenging task. Today’s methods and approaches are not sufficient to address the severe challenges that the world is confronted with. The recent scientific field of artificial intelligence (AI) has been attracting a lot of the attention. A good number of different methods for AI have been developed over the last 60 years. Despite all these developments and the enormous success in using AI in many real problems, there are still questions as to if AI can solve all problems of the world. AI has many successes, but also some failures and presents several real threats. New scientific and technological approaches are needed. A different approach is Cybernetics. The central theme in cybernetics is feedback. Although Cybernetics-based approaches have been around since before AI, they have not yet been developed to the extent needed by the academic and research societies. Feedback is a process where the observed outcomes of actions are taken as inputs for further action in ways that support the pursuit, maintenance, or disruption of particular conditions, forming a circular causal relationship. AI cannot succeed disregarding human brain and Cognitive science. Cybernetics can be integrated with AI. A new scientific field is proposed, namely the Cybernetic Artificial Intelligence (CAI). An algorithm is proposed for developing CAI models. Important role can be played by the theory of fuzzy cognitive maps (FCM). Future research directions are also provided.