Efficient control of energy-intensive systems is essential for reducing energy consumption and realizing sustainable development. However, considering the complex inter-dependent energy-consumption devices, numerous control parameters, and dynamic environments, the energy-efficient control of energy-intensive system is always challenging. To address such problems, this paper proposes a data-driven learning-based Model Predictive Control (MPC) method for the integrated control of various devices in energy-intensive systems. Specifically, a hybrid prediction model based on two variants of RNN is integrated with the MPC scheme to learn and predict the system dynamics based on massive time-series sensing data. Then an efficient tree-based prioritized group control model for heterogeneous devices is developed with a rolling optimization and feedback correction mode. A real-life case study is provided to evaluate the performance of the proposed method, which demonstrates its superiority over existing methods on saving the energy consumption.