Load forecasting is very essential in the analysis and grid planning of power systems. For this reason, we first propose a household load forecasting method based on federated deep learning and non-intrusive load monitoring (NILM). As far as we know, this is the first research on federated learning (FL) in household load forecasting based on NILM. In this method, the integrated power is decomposed into individual device power by non-intrusive load monitoring, and the power of individual appliances is predicted separately using a federated deep learning model. Finally, the predicted power values of individual appliances are aggregated to form the total power prediction. Specifically, by separately predicting the electrical equipment to obtain the predicted power, it avoids the error caused by the strong time dependence in the power signal of a single device. In the federated deep learning prediction model, the household owners with the power data share the parameters of the local model instead of the local power data, guaranteeing the privacy of the household user data. The case results demonstrate that the proposed approach provides a better prediction effect than the traditional methodology that directly predicts the aggregated signal as a whole. In addition, experiments in various federated learning environments are designed and implemented to validate the validity of this methodology.