Demand-side management (DSM) increases the complexity of forecasting environment, which makes traditional forecasting methods difficult to meet the firm's need for predictive accuracy. Since deep learning can comprehensively consider various factors to improve prediction results, this paper improves the deep belief network from three aspects of input data, model and performance, and uses it to solve the short-term load forecasting problem in DSM. In the data optimization stage, the Hankel matrix is constructed to increase the input weight of DSM data, and the gray relational analysis is used to select strongly correlated data from the data set. In the model optimization stage, the Gauss-Bernoulli restricted Boltzmann machine is used as the first restricted Boltzmann machine of the deep network to convert the continuity feature of input data into binomial distribution feature. In the performance optimization stage, a pre-training method combining error constraint and unsupervised learning is proposed to provide good initial parameters, and the global fine-tuning of network parameters is realized based on the genetic algorithm. Based on the actual data of Tianjin Power Grid in China, the experimental results show that the proposed method is superior to other methods.