With the increasing capacity of wind power generators (WTGs), the volatility of wind power could significantly challenge the stability and economy of electric and heating networks. To tackle this challenge, this paper proposes an optimal dispatch framework based on controllable load (including controllable electric load and controllable thermostatically load) to reduce wind power curtailment. A forecasting model is developed for the controllable load, which comprehensively considers autocorrelation, weather factor, and consumers’ behavior characteristics. With adjusting controllable load, an optimal dispatch model of power system is then established and resolved by Sequential Least Squares Programming (SLSQP) method. Our method is verified through numerous simulations. The results show that, compared with the state-of-the-art techniques of support vector machine and recurrent neural networks, the root mean square error with the proposed long short-term memory can be reduced by 0.069 and 0.044, respectively. Compared with conventional method, the peak wind power curtailment with dispatching controllable load is reduced by nearly 10% and 5% in two cases, respectively.