The paper presents a novel approach by using multi- step predictions to address the adaptive sampling problem in a resources and obstacles constrained mobile robotic sensor network to efficiently monitor environmental spatial phenomena. It is first proposed to employ the Gaussian process (GP) to represent the spatial field, which can then be used to predict the field at unmeasured locations. The adaptive sampling problem aims to drive the mobile sensors to optimally navigate the environment where the sensors adaptively take measurements of the spatial phenomena at each sampling step. To this end, a conditional entropy based optimality criterion is proposed, which aims to minimize prediction uncertainty of the GP model. By predicting possible measurements the mobile sensors potentially take in a horizon of multiple sampling steps ahead and exploiting the chain rule of the conditional entropy, a multi-step predictions based adaptive sampling optimization problem is formulated. The objective of the optimization problem is to find the optimal sampling paths for the mobile sensors in multiple sampling steps ahead, which then provides their benefits in terms of better navigation, deployment and data collection with more informative sensor readings. However, the optimization problem is nonconvex, complex, constrained and mixed-integer. Therefore, it is proposed to employ the proximal alternating direction method of multipliers algorithm to efficiently solve the problem. More importantly, the solution obtained by the proposed approach is theoretically guaranteed to be converged to a stationary value. Effectiveness of the proposed algorithm was extensively validated by the real- world dataset, where the obtained results are highly promising.