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To enhance the accuracy of theft detection for electricity consumers, this paper introduces a novel strategy based on the fusion of the dual-time feature and deep learning methods. Initially, considering electricity-consumption features at dual temporal scales, the paper employs temporal convolutional networks (TCN) with a long short-term memory (LSTM) multi-level feature extraction module (LSTM-TCN) and deep convolutional neural network (DCNN) to parallelly extract features at these scales. Subsequently, the extracted features are coupled and input into a fully connected (FC) layer for classification, enabling the precise detection of theft users. To validate the method’s effectiveness, real electricity-consumption data from the State Grid Corporation of China (SGCC) is used for testing. The experimental results demonstrate that the proposed method achieves a remarkable detection accuracy of up to 94.7% during testing, showcasing excellent performance across various evaluation metrics. Specifically, it attained values of 0.932, 0.964, 0.948, and 0.986 for precision, recall, F1 score, and AUC, respectively. Additionally, the paper conducts a comparative analysis with mainstream theft identification approaches. In the comparison of training processes, the proposed method exhibits significant advantages in terms of identification accuracy and fitting degree. Moreover, with adjustments to the training set proportions, the proposed method shows minimal impact, indicating robustness.