Daily weather conditions are closely related to every field of production and life, and the forecasting of weather conditions plays an important role in social development. Based on the data characteristics of urban weather conditions, a deep learning network was designed to forecast urban weather conditions, and its feasibility was proved by experiments. In view of the non-stationary and seasonal fluctuation of the time series of daily weather conditions in Shenzhen from 2015 to 2019, empirical mode decomposition (EMD) was used to carry out the stationary processing for the daily minimum humidity, minimum pressure, maximum temperature, maximum pressure, maximum wind speed and minimum temperature. The decomposed components, residual sequence and original sequence were reconstructed according to the degree of relevance. On this basis, a long short-term memory (LSTM) neural network for the Shenzhen daily weather forecast was used, using the advantages of the LSTM model in time-series data processing, using the grid search algorithm to find the optimal combination of the above parameters and combining with the gradient descent optimization algorithm to find optimal weights and bias, so as to improve the prediction accuracy of Shenzhen weather characteristics. The experimental results show that our design of the EMD-LSTM model has higher forecasting precision and efficiency than traditional models, which provides new ideas for the weather forecast.