The non-homogeneous Poisson process (NHPP) is a point process with time-varying intensity across its domain, the use of which arises in numerous domains in signal processing, machine learning and many other fields. However, its applications are largely limited by the intractable likelihood and the high computational cost of existing inference schemes. We present an online inference framework that utilises generative Poisson data and sequential Markov Chain Monte Carlo (SMCMC) algorithm, which achieves improved performance in both synthetic and real datasets.