Accurate power load forecasting is essential for power grid operation and dispatching. To further improve the accuracy of power load forecasting, this study proposes a new power load forecasting method. Firstly, correlation coefficients of influential variables are calculated for feature selection. Secondly, the form of input data is changed to adjust for autocorrelated errors. Thirdly, data features are extracted by convolutional neural networks (CNN) to construct feature vectors. Finally, the feature vectors are input into long short-term memory (LSTM) network for training to obtain prediction results. Moreover, for solving the problem that network hyperparameters are difficult to set, the simulated annealing particle swarm optimization (SAPSO) algorithm is used to optimize the hyperparameters. Experiments show that the prediction accuracy of the proposed model is higher compared with LSTM, CNN-LSTM, and other models.