A thermal load prediction method and apparatus. The method includes configuring multiple prediction states and corresponding error thresholds and forming a prediction model. The prediction model predicting first thermal load magnitudes respectively corresponding to multiple testing time periods, wherein a target steam user uses boiler steam in the multiple testing time periods. Determining, according to the first thermal load magnitudes, relative prediction errors respectively corresponding to the multiple testing time periods Forming a state transition probability matrix according to the relative prediction errors, and determining a state probability of each prediction state in each future time period of future time periods according to the state transition probability matrix. The prediction model predicting second thermal load magnitudes respectively corresponding to the future time periods; and for the each future time period, determining a thermal load range corresponding to the each future time period according to the second thermal load magnitudes.