The invention discloses an interval forecasting method of a heat supply load based on a support vector machine and error estimation, relates to a method for forecasting the heat supply load, and aims to solve the problems of low forecasting accuracy and difficulty in application to heat-supply energy-saving reforming, heat power scheduling and control of a heat power station in the conventional interval forecasting method. The interval forecasting method of the heat supply load based on the support vector machine and the error estimation comprises the following steps of: firstly, on the basis of acquisition of sample data, establishing a support vector regression forecasting model, and performing point forecasting; secondly, on the basis of point forecasting, acquiring a forecasting error, and estimating an error interval; thirdly, with the point forecasting and the error interval, performing interval forecasting; and fourthly, evaluating forecasting effects of the point forecasting and the interval forecasting. The method provided by the invention can be directly applied to the heat-supply energy-saving reforming, the heat power scheduling and the control of the heat power station.