Accurate heating load prediction is essential to supply-demand collaboration in district heating systems and energy sustainability. With the development of the Internet of Things technology, massive monitoring data is collected that provides abundant data sources for the prediction models. However, the missing data from equipment anomalies, network transmissions and the complexity of heat load changing cause difficulty in realizing accurate heat load prediction. Therefore, the hybrid model based on bidirectional long short-term memory network and temporal convolutional network proposed in this paper to improve the accuracy of the heat load prediction from the aspects of reconstruction of missing values and extraction of complex features. The bidirectional long short-term memory algorithm imputes missing values based on bi-directional features of existing data and provides solid data foundation for subsequent training of predictive models. The temporal convolutional network achieves high-level feature extraction and parallel computation, which contributes to the effective modeling of complex changes in heat load and the realization of accurate heat load prediction. Comparative study was conducted with four heat exchange stations of actual environment to evaluate the performance of the prediction model. The results showed the mean absolute percentage error of the hybrid model decreased to 2.47% which is lower than the State-of-the-Art models, such as long short-term memory, temporal convolutional network, and support vector regression etc. The superior results further validated the feasibility of this hybrid model in heat load prediction. •The missing values in heating system were reconstructed by deep learning model.•A hybrid heating load prediction model was proposed considering missing values.•Detailed experiments were conducted to validate the model's superiority.