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Cooling systems provide a safe thermal environment for the reliable operation of IT equipment in data centers (DCs) while generating significant energy consumption. Therefore, to achieve energy savings in cooling system control under dynamic thermal distribution in DCs, this paper proposes a multi-setpoint cooling control approach based on deep reinforcement learning (DRL). Firstly, a thermal model based on the XGBoost algorithm is constructed to precisely evaluate the thermal distribution in the rack room to guide real-time cooling control. Secondly, a multi-set point cooling control approach based on the deep Q-network algorithm (DQN-MSP) is designed to finely regulate the supply air temperature of each air conditioner by capturing the thermal fluctuations to ensure the dynamic balance of cooling supply and demand. Finally, we adopt the extended CloudSimPy simulation tool and the real workload trace of the PlanetLab system to evaluate the effectiveness and performance of the proposed approach. The simulation results show that the proposed control solution effectively reduces the cooling energy consumption by over 2.4% by raising the average air supply temperature of the air conditioner while satisfying the thermal constraints. [ABSTRACT FROM AUTHOR]