Deep learning has attracted widespread attention in data modeling and key quality indicator prediction in the chemical industry. However, traditional deep learning networks usually distort the original data distribution due to the superposition effect of multiple layers of nonlinear activation functions. In this case, multivariate statistical learning techniques present an avenue to reveal the intrinsic relationship of the data by combining the linear trends between input and predictor variables. To comprehensively capture data features from multiple perspectives, this study proposes a deep learning‐based data modeling network called the information retention unit (IRU). This network combines intrinsic attributes to partial least squares (PLS) and autoencoder (AE) modalities, thus engendering an adaptive response to the complex linear and nonlinear data features. Furthermore, multiple IRUs can be stacked to construct a deep information retention network (DIRN), which enhances the robust extraction of deep data features. Finally, the effectiveness of the proposed network is validated through its prediction application on a dataset obtained from a real‐world chemical industrial process. This method combines multivariate statistical learning techniques based on deep learning, providing an innovative and practical solution for data analysis and prediction in the chemical industry.