Northeast China has been facing a severe power shortage situation. Since September 2021, “power rationing” events occurring in many places in the three provinces of northeast China have been causing inconvenience to people’s production and life. Therefore, it is particularly important to accurately predict the power load combined with the influencing factors of local power consumption. At the same time, the northeast region is about to enter the heating season, and the pressure on coal and electricity will further increase. In Heilongjiang Province, due to coal capacity control, limited production led to the high price of thermal coal; wind power photovoltaic output fluctuations, the epidemic, and other reasons also resulted in a large gap in the power supply side. Improving the power demand forecasting ability is of great significance to strengthen the reliability of people’s daily electricity consumption, rational distribution of power generation plans, and deployment of power grid resources. In order to improve the accuracy of electricity consumption prediction in Heilongjiang Province, Markov error correction is carried out on the basis of the backpropagation (BP) neural network prediction model so that the final prediction results have the advantages of the BP neural network prediction model and Markov model. In addition, it is more suitable for the prediction of random series data with high volatility, the prediction accuracy can be improved significantly, and the overall trend of electricity consumption can be predicted more accurately.