The energy load data in the micro-energy network are a time series with sequential and nonlinear characteristics. This paper proposes a model based on the encode-decode architecture and ConvLSTM for multi-scale prediction of multi-energy loads in the micro-energy network. We apply ConvLSTM, LSTM, attention mechanism and multi-task learning concepts to construct a model specifically for processing the energy load forecasting of the micro-energy network. In this paper, ConvLSTM is used to encode the input time series. The attention mechanism is used to assign different weights to the features, which are subsequently decoded by the decoder LSTM layer. Finally, the fully connected layer interprets the output. This model is applied to forecast the multi-energy load data of the micro-energy network in a certain area of Northwest China. The test results prove that our model is convergent, and the evaluation index value of the model is better than that of the multi-task FC-LSTM and the single-task FC-LSTM. In particular, the application of the attention mechanism makes the model converge faster and with higher precision.