Traditional time series forecasting models are difficult to capture the nonlinear patterns. Support vector regression (SVR) is a powerful tool for modeling the inputs and output(s) of complex and nonlinear systems. However, parameters determination for a SVR model is competent to the forecasting accuracy. Several evolutionary algorithms, such as genetic algorithms and simulated annealing algorithms have been used to the parameters selection, however, these algorithms often suffer the problem of being trapped in local optimum. In this paper, a novel building cooling load forecasting approach combining support vector regression (SVR) and Ant colony algorithm (ACO) is proposed. ant colony (ACO) optimization was developed to optimize three parameters of SVR, including penalty parameter C, insensitive loss function ε and kernel function σ. SVR constructs hyperplane in high dimension space and fits the data in non-linear form. Normalized Mean square error (NMSE) of fitting result is used as target of ant colony optimization. ACO finds the best parameters which correspond to the NMSE. The results showed that the proposed approach, by comparing with back-propagation neural network model, was an efficient way to model building cooling load with good predictive accuracy. ACO and SVR provide a useful tool for maximizing the combustion efficiency of cooling load. Also, the method can be easily extended to other applications.