AbstractHighly accurate wind speed prediction is one of the effective ways to improve wind energy utilization. Therefore, this study proposes a novel double‐layer neural network (D‐NN) framework based on feedforward neural networks. First, a feedforward neural network with an extremely short training time is used as the basic learner to ensure that the D‐NN framework has a short training and optimization time. Then, the double‐layer neural network automatically segments and adjusts the length of the training set using an improved error correction method, thus improving the model's ability to capture sequence features and enhancing the model's generalization performance in a non‐directly‐connected superposition manner. Finally, a genetic algorithm is used to automatically optimize the hyperparameters of each sub‐neural network in the D‐NN and the optimal training set length of each sub‐neural network, resulting in the final optimized prediction model. The accuracy and reliability of the prediction models designed based on the D‐NN framework are verified by comparing several different models. The results of the five different prediction evaluation metrics show that the D‐NN framework can greatly improve the accuracy of wind speed prediction.