The invention discloses a recurrent neural network short-term power load prediction method for improving a whale algorithm, and relates to the technical field of short-term power load prediction. A recurrent neural network is used for short-term power load prediction, similar daily load data of a day to be predicted is used as input data of the recurrent neural network, and the number of input neurons, the number of output neurons, the number of hidden layers, the learning rate and the gradient descent algorithm of the recurrent neural network are determined. And a prediction model of the recurrent neural network is constructed. And the whale optimization algorithm is improved by using a differential evolution algorithm, so that the high-dimensional global optimization capability of a common whale algorithm is improved. An improved whale algorithm is adopted to pre-train the weight in the recurrent neural network, after pre-training is finished, the trained weight is put into a recurrent neural network model, then a gradient descent algorithm is adopted to train the recurrent neural network model, and after training is finished, a neural network model with the fixed weight is obtained, and then load prediction is carried out.