With the tight coupling of multi-energy systems, accurate multiple-load forecasting will be the primary premise for the optimal operation of integrated energy systems. Therefore, this paper proposes a Copula correlation analysis combined with deep bidirectional long and short-term memory neural network forecasting model. First, Copula correlation analysis is used to conduct correlation analysis on multiple loads and various influencing factors. The influencing factors that have a great correlation with multiple loads were screened out as the input feature set of the model to eliminate the influence of interfering factors. Then, a deep bidirectional long and short-term memory neural network was constructed. Combined with the input feature set screened by the Copula correlation analysis method, the useful information contained in the historical data was more comprehensively learned from the forward and backward directions for training and forecasting. Through the actual calculation example analysis and comparison with other models, the forecasting accuracy of the method presented in this paper was improved to a certain extent.