This paper investigates the use of deep learning techniques in order to perform energy demand forecasting. To this end, the authors propose a mixed architecture consisting of a convolutional neural network (CNN) coupled with an artificial neural network (ANN), with the main objective of taking advantage of the virtues of both structures: the regression capabilities of the artificial neural network and the feature extraction capacities of the convolutional neural network. The proposed structure was trained and then used in a real setting to provide a French energy demand forecast using Action de Recherche Petite Echelle Grande Echelle (ARPEGE) forecasting weather data. The results show that this approach outperforms the reference Réseau de Transport d’Electricité (RTE, French transmission system operator) subscription-based service. Additionally, the proposed solution obtains the highest performance score when compared with other alternatives, including Autoregressive Integrated Moving Average (ARIMA) and traditional ANN models. This opens up the possibility of achieving high-accuracy forecasting using widely accessible deep learning techniques through open-source machine learning platforms.