The aim of this study is to predict the temperature or humidity changes at multiple relevant points in a building using a deep neural network architecture with multi-task learning to provide more reference information for the design and optimal operation of heating and ventilation systems. For this purpose, traditional multi-task prediction algorithm architecture is combined with Customized Gate Control and other neural networks to build deep neural network architectures for indoor environments with multi-point temperature or humidity prediction tasks. To test the prediction effectiveness of the architecture, a task of predicting temperature or humidity 24h in advance was designed on a real office building indoor environment dataset, and the prediction results were compared with other single-task and multi-task prediction models. Two experimental conditions were designed for this study, one using the complete training set and the other reducing the training set at a certain point. Through the final prediction results, it is found that the multi-task prediction architecture used in this paper shows better or nearly optimal results compared to other prediction models under both working conditions. This study provides some reference value for the application of multi-task prediction algorithms to the task of predicting indoor environments in buildings.