As the multi-daily electricity consumption behaviors have the strong characteristics of dynamicity, nonlinearity and locality caused by temporal manifold structure, the existing methods are difficult to fine-grained and accurately classify it. To solve this problem, this paper proposes a hierarchical classification method based on the temporal extension of the neighborhood preserving embedding algorithm (TNPE) and Bayes. The input data are multi daily-load curves of a single consumer, including power-hour-day three dimensions, which contains the full information of the user’s consumption behaviors not only in hours, but also in days. Firstly, electricity consumption behaviors are divided into routine and non-routine types by k-means clustering algorithm. Secondly, the load feature mapping matrix of different industries is extracted through the TNPE, and each TNPE model can regard as one binary classifier, so the multi-classifier is constructed through multiple TNPE models. Finally, by converting the feature similarity between samples into probabilities, a Bayesian model is established to realize which the power consumption type belongs to. The case results show that this method can effectively recognize the local dynamic features in the temporal load data, and obtain a higher classification accuracy through a smaller number of training samples.