Accurately predicting winter wheat yield before harvest could greatly benefit decision-makers when making management decisions. In this study, we utilized weather forecast (WF) data combined with Sentinel-2 data to establish the deep-learning network and achieved an in-season county-scale wheat yield prediction in China’s main wheat-producing areas. We tested a combination of short-term WF data from the China Meteorological Administration to predict in-season yield at different forecast lengths. The results showed that explicitly incorporating WF data can improve the accuracy in crop yield predictions [Root Mean Square Error (RMSE) = 0.517 t/ha] compared to using only remote sensing data (RMSE = 0.624 t/ha). After comparing a series of WF data with different time series lengths, we found that adding 25 days of WF data can achieve the highest yield prediction accuracy. Specifically, the highest accuracy (RMSE = 0.496 t/ha) is achieved when predictions are made on Day of The Year (DOY) 215 (40 days before harvest). Our study established a deep-learning model which can be used for early yield prediction at the county level, and we have proved that weather forecast data can also be applied in data-driven deep-learning yield prediction tasks.