Electricity is difficult to store, except at prohibitive cost, and therefore the balance between generation and load must be maintained at all times. Electricity is traditionally managed by anticipating demand and intermittent production (wind, solar) and matching flexible production (hydro, nuclear, coal and gas). Accurate forecasting of electricity load and renewable production is therefore essential to ensure grid performance and stability. Both are highly dependent on meteorological variables (temperature, wind, sunshine). These dependencies are complex and difficult to model. On the one hand, spatial variations do not have a uniform impact because population, industry, and wind and solar farms are not evenly distributed across the territory. On the other hand, temporal variations can have delayed effects on load (due to the thermal inertia of buildings). With access to observations from different weather stations and simulated data from meteorological models, we believe that both phenomena can be modeled together. In today's state-of-the-art load forecasting models, the spatio-temporal modeling of the weather is fixed. In this work, we aim to take advantage of the automated representation and spatio-temporal feature extraction capabilities of deep neural networks to improve spatio-temporal weather modeling for load forecasting. We compare our deep learning-based methodology with the state-of-the-art on French national load. This methodology could also be fully adapted to forecasting renewable energy production.