Incorporating mathematical properties of a wireless policy to be learned into the design of deep neural networks (DNNs) is effective for enhancing learning efficiency. Multi-user precoding policy in multi-antenna system, which is the mapping from channel matrix to precoding matrix, possesses a permutation equivariance property, which has been harnessed to design the parameter sharing structure of the weight matrix of DNNs. In this paper, we study a stronger property than permutation equivariance, namely unitary equivariance, for precoder learning. We first show that a DNN with unitary equivariance designed by further introducing parameter sharing into a permutation equivariant DNN is unable to learn the optimal precoder. We proceed to develop a novel non-linear weighting process satisfying unitary equivariance and then construct a joint unitary and permutation equivariant DNN. Simulation results demonstrate that the proposed DNN not only outperforms existing learning methods in learning performance and generalizability but also reduces training complexity.