Sea surface temperature (SST) prediction has attracted increasing attention, due to its crucial role in understanding the Earth’s climate and ocean system. Existing SST prediction methods are typically based on either physics-based numerical methods or data-driven methods. Physics-based numerical methods rely on marine physics equations and have stable and explicable outputs, while data-driven methods are flexible in adapting to data and are capable of detecting unexpected patterns. We believe that these two types of method are complementary to each other, and their combination can potentially achieve better performances. In this paper, a space-time partial differential equation (PDE) is employed to form a novel physics-based deep learning framework, named the space-time PDE-guided neural network (STPDE-Net), to predict daily SST. Comprehensive experiments for SST prediction were conducted, and the results proved that our method could outperform the traditional finite-difference forecast method and several state-of-the-art deep learning and physics-guided deep learning methods.