Non-Intrusive Load Monitoring (NILM) technology provides technical support for demand side management, and non-intrusive load identification is the key link in the process of load monitoring. The long-term sampling process of load data cannot be carried out in real time and high frequency, and the time sequence of the obtained load data is lost. At the same time, the defect of insufficient representation of low-level signal features occurs in Convolution Neural Network (CNN). In view of the above two problems, a CNN based non-intrusive load identification algorithm with upsampling pyramid structure was proposed. In the proposed algorithm, with direct orientation to the collected load current signals, the time sequence of the data was compensated by the relevant information in the time dimension of the upsampling network expanded data, and the high-level and low-level features of load signals were extracted by the bidirectional pyramid one-dimensional convolution, so that the load characteristics were fully utilized. As a result, the purpose of identifying unknown load signals can be achieved. Experimental results show that the recognition accuracy of non-intrusive load identification algorithm based on CNN with upsampling pyramid structure can reach 95.21%, indicating that the proposed algorithm has a good generalization ability, and can effectively realize load identification.