The correct sentence is “我想他不会来( Wǒ xiǎng tā bú huì lái) I do not think he will come.”
In Mandarin Chinese, “会huì” is an auxiliary verb, which indicates that something will happen. “不bù” is an adverb, which is often used before verbs or auxiliary verbs to indicate negativity. 
For examples:
Wǒ xǐhuan xié Hànyǔ.
我喜欢学汉语。
I like learning Mandarin Chinese.
Wǒ bù xǐhuan xié Hànyǔ.
我不喜欢学汉语。
I don’t like learning Mandarin Chinese.
Wǒ míng tiān huì qù chāoshì.
我明天会去超市。
I will go to the supermarket tomorrow.
Wǒ míng tiān bú huì qù chāoshì.
我明天不会去超市。
I won’t go to the supermarket tomorrow.