Accurate short-term forecasting of heating energy demand is needed for achieving optimal building energy management, cost savings, environmental sustainability, and responsible energy consumption. Furthermore, short-term heating energy prediction contributes to zero-energy building performance in cold climates. Given the critical importance of short-term forecasting in heating energy management, this study evaluated six prevalent deep-learning algorithms to predict energy load, including single and hybrid models. The overall best-performing predictors were hybrid models using Convolutional Neural Networks, regardless of whether they were multivariate or univariate. Nevertheless, while the multivariate models performed better in the first hour, the univariate models often were more accurate in the final 24 h. Thus, the best-performing predictor of the first timestep was a multivariate hybrid Convolutional Neural Network–Recurrent Neural Network model with a coefficient of determination (R²) of 0.98 and the lowest mean absolute error. Yet, the best-performing predictor of the final timestep was the univariate hybrid model Convolutional Neural Network–Long Short-Term Memory with an R² of 0.80. Also, the prediction accuracy of the best-performing multivariate hybrid models reduced faster per hour compared to the univariate models. These findings suggest that multivariate models may be better suited for early timestep predictions, while univariate models may be better suited for later time steps. Hence, combining the models can enhance accuracy at various timesteps for achieving high fidelity in forecasting and offering a comprehensive tool for energy management.