Accurate wind power prediction helps to fully utilize wind energy and improve the stability of the power grid. However, existing studies mostly analyze key wind power-related features equally without distinguishing the importance of different features. In addition, single models have limitations in fully extracting input feature information and capturing the time-dependent relationships of feature sequences, posing significant challenges to wind power prediction. To solve these problems, this paper presents a wind power forecasting approach that combines feature weighting and a combination model. Firstly, we use the attention mechanism to learn the weights of different input features, highlighting the more important features. Secondly, a Multi-Convolutional Neural Network (MCNN) with different convolutional kernels is employed to extract feature information comprehensively. Next, the extracted feature information is input into a Stacked BiLSTM (SBiLSTM) network to capture the temporal dependencies of the feature sequence. Finally, the prediction results are obtained. This article conducted four comparative experiments using measured data from wind farms. The experimental results demonstrate that the model has significant advantages; compared to the CNN-BiLSTM model, the mean absolute error, mean squared error, and root mean squared error of multi-step prediction at different prediction time resolutions are reduced by 35.59%, 59.84%, and 36.77% on average, respectively, and the coefficient of determination is increased by 1.35% on average.