An accurate groundwater level (GWL) forecast at multi timescales is vital for agricultural management and water resource scheduling in arid irrigated areas such as the Hexi Corridor, China. However, the forecast of GWL in these areas remains a challenging task owing to the deficient hydrogeological data and the highly nonlinear, non-stationary and complex groundwater system. The development of reliable groundwater level simulation models is necessary and profound. In this study, a novel ensemble deep learning GWL predictive framework integrating data pro-processing, feature selection, deep learning and uncertainty analysis was constructed. Under this framework, a hybrid model equipped with currently the most effective algorithms, including the complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) for data decomposition, the genetic algorithm (GA) for feature selection, the deep belief network (DBN) model, and the quantile regression (QR) for uncertainty evaluation, denoted as CEEMDAN-GA-DBN, was proposed for the 1-, 2-, and 3-month ahead GWL forecast at three GWL observation wells in the Jiuquan basin, northwest China. The capability of the CEEMDAN-GA-DBN model was compared with the hybrid CEEMDAN-DBN and the standalone DBN model in terms of the performance metrics including R, MAE, RMSE, NSE, RSR, AIC and the Legates and McCabe’s Index as well as the uncertainty criterion including MPI and PICP. The results demonstrated the higher degree of accuracy and better performance of the objective CEEMDAN-GA-DBN model than the CEEMDAN-DBN and DBN models at all lead times and all the wells. Overall, the CEEMDAN-GA-DBN reduced the RMSE of the CEEMDAN-DBN and DBN models in the testing period by about 9.16 and 17.63%, while it improved their NSE by about 6.38 and 15.32%, respectively. The uncertainty analysis results also affirmed the slightly better reliability of the CEEMDAN-GA-DBN method than the CEEMDAN-DBN and DBN models at the 1-, 2- and 3-month forecast horizons. The derived results proved the ability of the proposed ensemble deep learning model in multi time steps ahead of GWL forecasting, and thus, can be used as an effective tool for GWL forecasting in arid irrigated areas.