We aim to establish deep learning models to optimize the individualized energy delivery for septic patients. We conducted a study of adult septic patients in ICU, collecting 47 indicators for 14 days. We filtered out nutrition-related features and divided the data into datasets according to the three metabolic phases proposed by ESPEN: acute early, acute late, and rehabilitation. We then established optimal energy target models for each phase using deep learning and conducted external validation. A total of 179 patients in training dataset and 98 patients in external validation dataset were included in this study, and total data size was 3115 elements. The age, weight and BMI of the patients were 63.05 (95%CI 60.42-65.68), 61.31(95%CI 59.62-63.00) and 22.70 (95%CI 22.21-23.19), respectively. And 26.0% (72) of the patients were female. The models indicated that the optimal energy targets in the three phases were 900kcal/d, 2300kcal/d, and 2000kcal/d, respectively. Excessive energy intake increased mortality rapidly in the early period of the acute phase. Insufficient energy in the late period of the acute phase significantly raised the mortality as well. For the rehabilitation phase, too much or too little energy delivery were both associated with elevated death risk. Our study established time-series prediction models for septic patients to optimize energy delivery in the ICU. We recommended permissive underfeeding only in the early acute phase. Later, increased energy intake may improve survival and settle energy debts caused by underfeeding.