This work proposes a robust data-driven predictive control approach for unknown nonlinear systems in the presence of bounded process and measurement noise. Data-driven reachable sets are employed for the controller design instead of using an explicit nonlinear system model. Although the process and measurement noise are bounded, the statistical properties of the noise are not required to be known. By using the past noisy input-output data in the learning phase, we propose a novel method to over-approximate exact reachable sets of an unknown nonlinear system. Then, we propose a data-driven predictive control approach to compute safe and robust control policies from noisy online data. The constraints are guaranteed in the control phase with robust safety margins by effectively using the predicted output reachable set obtained in the learning phase. Finally, a numerical example validates the efficacy of the proposed approach and demonstrates comparable performance with a model-based predictive control approach.