This paper proposes a change detection algorithm on multi-spectral images based on feature-level U-Net. A low-complexity pan-sharpening method is proposed to employ not only panchromatic images, but also multi-spectral images for enhancing the performance of the deep neural network. The high-resolution multi-spectral (HRMS) images are then fed into the proposed feature-level U-Net. The proposed feature-level U-Net consists of two-stages: a feature-level subtracting network and U-Net. The feature-level subtracting network is used to extract dynamic difference images (DI) for the use of low-level and high-level features. By employing this network, the performance of change detection algorithms can be improved with a smaller number of layers for U-Net with a low computational complexity. Furthermore, the proposed algorithm detects small changes by taking benefits of both geometrical and spectral resolution enhancement and adopting an intensity-hue-saturation (IHS) pan-sharpening method. A modified of IHS pan-sharpening algorithm is introduced to solve spectral distortion problem by applying mean filtering in high frequency. We found that the proposed change detection on HRMS images gives a better performance compared to existing change detection algorithms by achieving an average F-1 score of 0.62, a percentage correct classification (PCC) of 98.78%, and a kappa of 61.60 for test datasets.