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Accurate forecasting of wind power generation plays a key role in improving the operation and management of a power system network and thereby its reliability and security. However, predicting wind power is complex due to the existence of high non-linearity in wind speed that eventually relies on prevailing weather conditions. In this paper, a novel hybrid deep learning model is proposed to improve the prediction accuracy of very short-term wind power generation for the Bodangora wind farm located in New South Wales, Australia. The hybrid model consists of convolutional layers, gated recurrent unit (GRU) layers and a fully connected neural network. The convolutional layers have the ability to automatically learn complex features from raw data while the GRU layers are capable of directly learning multiple parallel sequences of input data. The data sets of 5-min intervals from the wind farm are used in case studies to demonstrate the effectiveness of the proposed model against other advanced existing models, including long short-term memory, GRU, autoregressive integrated moving average and support vector machine, which are tuned to optimise outcome. To further evaluate the efficacy of the proposed model, another data set taken from the Capital wind farm in Australia is used. It is observed that the hybrid deep learning model exhibits superior performance in both the data sets over other forecasting models to improve the accuracy of wind power forecasting, numerically for the Bodangora wind farm, up to 1.59 per cent in mean absolute error, 3.73 per cent in root mean square error and 8.13 per cent in mean absolute percentage error. [ABSTRACT FROM AUTHOR]