Considering the sophisticated energy exchanges and multivariate coupling in ENSO, we subjectively incorporate the prior physical knowledge into the modeling process and build up an ENSO deep learning forecast model with a multivariate air–sea coupler, named ENSO-ASC, the performance of which outperforms the other state-of-the-art models. The extensive experiments indicate that ENSO-ASC is a powerful tool for both the ENSO prediction and for the analysis of the underlying complex mechanisms.