Increasing the renewable energy penetration, especially photovoltaic systems, requires accurate and short-term load forecasting for every individual electricity customer. This can significantly help distributed network service providers (DNSP) plan and operate electrical networks and provide better quality and more reliable electricity services to their customers. Due to the strong volatility of the load data, an optimised deep-ensemble learning methodology is proposed to develop several deep learning models to forecast the load data in individual and aggregate load scenarios. The adaptive wind-driven optimisation (AWDO) algorithm is used to tune the hyperparameters of four of the developed deep learning models, significantly improving their performance. Tuning the deep learning models’ hyperparameters shows significant improvements in the accuracy, as well as training, and testing times. In addition, a hybrid ensemble strategy that contains bagging, random Subspace, and boosting (BRSB) with ensemble pruning is adapted in the optimised deep learning-based models to extract deep features from multivariate data. In this context, the bidirectional long-short-term memory optimised by the AWDO algorithm (Bi-LSTM-AWDO) based hybrid ensemble learning forecasting model is compared exhaustively with several benchmark models, including the recently developed models in the state-of-the-art. The average root mean square error (RMSE), and the average mean absolute percentage error (MAPE) of the Bi-LSTM-AWDO model for individual loads are 0.121 kW, and 7.55%, respectively, while they are 0.025 kW, and 1.51% for aggregate loads, respectively. Accordingly, the Bi-LSTM-AWDO model outperforms other models in forecasting short-term load data for individual and aggregate households using actual smart meters’ measurements.