The invention discloses an air conditioner cold load dynamic prediction method based on the combination of a PSO-BP and a Markov chain. The air conditioner cold load dynamic prediction method comprises the following steps of 1, classifying the air conditioner energy consumption data; 2, carrying out the cold load correlation analysis on ten input variables and output variables at the moment T, such as the outdoor temperature of an air conditioner cooling load at the moment T, the outdoor temperature at the T-1 moment, solar radiation quantity at T moment, the solar radiation quantity at T-1 moment, solar radiation quantity at T-2 moment, relative humidity at T moment, outdoor wind speed ag T moment, cold load at T-1 moment, cold load at T-2 moment and cold load at T-4 moment, etc.; 3, carrying out load prediction by using a PSO-BP neural network; 4, dividing an error interval by utilizing a prediction result of the PSO-BP neural network, and constructing a Markov probability transfer matrix; and 5, carrying out Markov chain error correction to obtain a final prediction value. According to the method, the energy consumption conditions in the week and at the end of the week are distinguished, the variables related to the cold load are subjected to correlation analysis, the variables with the high correlation are selected as the input variables of the model, the error correction is performed on the combined model, the redundancy and the complexity of the feature model are reduced, and the operation efficiency of the algorithm is improved.