•LSTM models and DRL provide an effective data-driven district energy management.•The proposed approach reduces computational cost compared to a forward modelling.•The coordinated management achieves 23% of peak reduction compared to baseline RBC.•The DRL controller is capable to optimize comfort, cost and peaks at district level. Demand side management at district scale plays a crucial role in the energy transition process, being an ideal candidate to balance the needs of both users and grid, by managing the volatility of renewable sources and increasing energy flexibility. The presented study aims to explore the benefits of a coordinated approach for the energy management of a cluster of buildings to optimise the electrical demand profiles and provide services to the grid without penalising indoor comfort conditions. The proposed methodology makes use of a fully data-driven control scheme which exploits Long Short-Term Memory (LSTM) Neural Networks, and Deep Reinforcement Learning (DRL). A simulation environment is introduced to train a DRL controller to manage the operation of heat pumps and chilled and domestic hot water storage for a cluster of four buildings. LSTM models are trained with synthetic data set created in EnergyPlus and are integrated into simulation environment to evaluate the indoor temperature dynamics in each building. The developed DRL controller is tested against a manually optimised Rule Based Controller (RBC). Results show that the DRL algorithm is able to reduce the overall cluster electricity costs, while decreasing the peak energy demand by 23% and the Peak to Average Ratio (PAR) by 20%, without penalizing indoor temperature control.