In emerging nations, there's a growing wave of Environmental, Social, and Governance (ESG) reporting. ESG disclosure aimed to meet the informational needs of all stakeholders of the company, with a particular focus on investors. Industries are becoming increasingly engaged in sustainability initiatives as a result of global resource scarcity and inequality. 365 Chinese investors were carefully chosen using the convenient sampling technique. The research study has analyzed the influence of investor behavior on ESG (Environmental, Social, and Governance) information disclosure and also the role of risk tolerance in mediating the relationship between investor behavior and sustainable development within the new energy sector in China. The results were obtained through analyzing Structural Equation Modeling (SEM) and Confirmatory Factor Analysis (CFA) by contributing Python software. The outcomes revealed that ESG factors have a significant effect on Investor's behavior. Also, Risk tolerance as a mediating variable has a significant effect on investor behavior and sustainable development in the new energy industry. The hypothesis with the variables are passed into the DL strategy that involves two classifiers like DCNN and LinkNet. These models classifies that whether the investor is likely to prioritize ESG concern in investment decision or not and determines the sustainable development in the new energy industry.