This　article　focuses　on　the　conditional　density　of　a　scalar　response　variable　given　a　random　variable　taking　values　in　a　semimetric　space.　The　local　linear　estimators　of　the　conditional　density　and　its　derivative　are　considered.　It　is　assumed　that　the　observations　form　a　stationary　α-mixing　sequence.　Under　some　regularity　conditions,　the　joint　asymptotic　normality　of　the　estimators　of　the　conditional　density　and　its　derivative　is　established.　The　result　confirms　the　prospect　in　Rachdi　et al.　(2014)　and　can　be　applied　in　time-series　analysis　to　make　predictions　and　build　confidence　intervals.　The　finite-sample　behavior　of　the　estimator　is　investigated　by　simulations　as　well.　©　2018　Taylor　&　Francis　Group,　LLC.