The volatility and uncertainty of wind power often affect the quality of electric energy, the security of the power grid, the stability of the power system, and the fluctuation of the power market. In this case, the research on wind power forecasting is of great significance for ensuring the better development of wind power grids and the higher quality of electric energy. Therefore, a lot of new forecasting methods have been put forward. In this paper, a new forecasting model based on a convolution neural network and LightGBM is constructed. The procedure is shown as follows. First, we construct new feature sets by analyzing the characteristics of the raw data on the time series from the wind field and adjacent wind field. Second, the convolutional neural network (CNN) is proposed to extract information from input data, and the network parameters are adjusted by comparing the actual results. Third, in consideration of the limitations of the single-convolution model in predicting wind power, we innovatively integrated the LightGBM classification algorithm at the model to improve the forecasting accuracy and robustness. Finally, compared with the existing support vector machines, LightGBM, and CNN, the fusion model has better performance in accuracy and efficiency. INDEX TERMS Convolutional neural network, fusion model, LightGBM, ultra-short-term wind power forecasting, wind energy.