Ambient air pollution affects human health, vegetative growth and sustainable socio-economic development. Therefore, air pollution data in Dezhou City in China are collected from January 2014 to December 2023, and multiple deep learning models are used to forecast air pollution PM2.5 concentrations. The ability of the multiple models is evaluated and compared with observed data using various statistical parameters. Although all eight deep learning models can accomplish PM2.5 forecasting assignments, the precision accuracy of the CNN-GRU-LSTM forecasting method is 34.28% higher than that of the ANN forecasting method. The result shows that CNN-GRU-LSTM has the best forecasting performance compared to the other seven models, achieving an R (correlation coefficient) of 0.9686 and an RMSE (root mean square error) of 4.6491 μg/m3. The RMSE values of CNN, GRU and LSTM models are 57.00%, 35.98% and 32.78% higher than that of the CNN-GRU-LSTM method, respectively. The forecasting results reveal that the CNN-GRU-LSTM predictor remarkably improves the performances of benchmark CNN, GRU and LSTM models in overall forecasting. This research method provides a new perspective for predictive forecasting of ambient air pollution PM2.5 concentrations. The research results of the predictive model provide a scientific basis for air pollution prevention and control.