The motion joint system of industrial robot has obvious nonlinear characteristics, high dimensional running data and limited number of experimental samples. If mature neural network algorithm is used for identifying the workload of robots, it is easy to have over-learning problems, which seriously restricts the generalization ability of load identification method. In this paper, a load identification method combining the dynamic model of industrial robots with the neural network data model is proposed. A UR5 robot is used for carrying out multiple dynamic load testings to verify the effectiveness of the proposed identification method. Firstly, the workload identification by CNN algorithm is given, and the influence of parameters of prediction model and different neutral network are analyzed. Then the classical dynamic model of industrial robots with multi-degrees of freedom is established. The identified workload by dynamic model is also analyzed. At last, the deterministic information such as velocity and displacement is extracted from the calculation results of the dynamic model as the initial anchoring value. Then convolutional neural network is applied for compensating the residual highly nonlinear information. An improved mixing combination method is also proprosed. This method can effectively deal with the interaction of different types of information in the data, and preliminarily cooperate the dynamic model and convolutional neural network. This provides a basic framework and method for solving the problem of parameter identification in multi-degree-of-freedom systems with small samples.