The disclosure provides a multi-energy integrated short-term load forecasting method and system, which relates to the technical field of load forecasting. In the disclosure, after classifying the acquired relevant data of multi-energy integrated short-term load forecasting, the data after sample classification is used to train the multi-energy integrated short-term load forecasting model. The model is composed of multiple layers of temporal convolutional networks having multi-head self-attention mechanism and rotary position embedding. Finally, the trained model is used to carry out the multi-energy integrated short-term load forecasting. The disclosure can fully mine the coupling feature between multi-energy loads, improve the accuracy of multi-energy integrated short-term load forecasting, and further improve the management level and service efficiency of integrated energy demand side.