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Designers rely on performance predictions to direct the design toward appropriate requirements. Machine learning (ML) models exhibit the potential for rapid and accurate predictions. Developing conventional ML models that can be generalized well in unseen design cases requires an effective feature engineering and selection. Identifying generalizable features calls for good domain knowledge by the ML model developer. Therefore, developing ML models for all design performance parameters with conventional ML will be a time-consuming and expensive process. Automation in terms of feature engineering and selection will accelerate the use of ML models in design.Deep learning models extract features from data, which aid in model generalization. In this study, we (1) evaluate the deep learning model's capability to predict the heating and cooling demand on unseen design cases and (2) obtain an understanding of extracted features. Results indicate that deep learning model generalization is similar to or better than that of a simple neural network with appropriate features. The reason for the satisfactory generalization using the deep learning model is its ability to identify similar design options within the data distribution. The results also indicate that deep learning models can filter out irrelevant features, reducing the need for feature selection.