Accurately forecasting the icing load on overhead power transmission lines is an important issue to ensure the security and reliability of the power grid. A multi-scale time series phase-space reconstruction and regression model for icing load prediction is proposed in this paper to treat the non-stationary, nonlinear, and intermittent volatility of power line icing load data. Those is motivated by the traditional icing load prediction models having many disadvantages in the forecasting accuracy, as well as the casualness of the parameters selected. Firstly, the icing load data are decomposed into a multi-scale time series of intrinsic model function (IMF) components with stability by using the ensemble empirical mode decomposition (EEMD), which can reduce the interactions between different types of feature information. Secondly, phase-space reconstruction (PSR) theory is applied using the mutual information and the false nearest neighbor to determine the optimal delay time and embedding dimension of each IMF component. Thirdly, considering the characteristics of each IMF component, different kernel functions and optimization parameters are selected to establish the prediction model based support vector regression (SVR). Finally, according to the load prediction results, fuzzy reasoning method was used to determine the risk status of transmission line towers in this paper. Upon experimentally evaluating the validity of the model using related transmission lines of the Yunnan Power Grid, it is shown that this method could predict the real-time icing load on overhead power lines, obtaining better regression performance. This model could be used on power transmission and distribution systems for deicing and maintenance decisions.