Currently, there are a series of problems in the management of the construction industry, such as resource waste, substandard quality, and low construction efficiency. In response to this phenomenon, the author proposes a multi-objective optimization control method for construction engineering management projects using deep learning algorithms. This method analyzes the relationship between cost, duration, and quality, and constructs an optimization management model for these three factors. At the same time, the improved SULSTM neural network algorithm is used to optimize the model parameters. The experimental results indicate that, when the value coefficient is 0.2211, the total investment cost and quality coefficient are 412700 yuan and 0.99496 yuan, respectively. When the value coefficient is 0.1976, the total cost and quality coefficient are 456300 yuan and 0.98798 yuan, respectively. When the value coefficient is 0.1990, the total cost and quality coefficient are 456300 yuan and 0.99496 yuan, respectively. Proved that the SUSTM neural network algorithm has faster convergence speed and lower loss values compared to the improved LSTM neural network algorithm. The cost of improving quality has a greater impact on the quality coefficient than the duration, and the total investment cost has a greater impact on the value coefficient than the quality coefficient.