Time series data of gas station contains multi-dimensional information of fueling behavior, but the data of specific gas station are sparse. The existing abnormal data detection algorithms are not suitable for gas station time series data, because many pseudo outliers are mined and many real abnormal points are missed. To solve the problems, an abnormal detection method based on deep learning was proposed to detect vehicles with abnormal fueling. Firstly, feature extraction was performed on data collected from the gas station through an automatic encoder. Then, a deep learning model Seq2Seq with embedding Bidirectional Long Short-Term Memory (Bi-LSTM) was used to predict the fueling behavior. Finally, the threshold of outliers was defined by comparing the predicted value and the original value. The experiments on a fueling dataset and a credit card fraud dataset verify the effectiveness of the proposed method. Compared with the existing methods, the Root Mean Squared Error (RMSE) of the proposed method is decreased by 21.1% on the fueling dataset, and abnormal detection accuracy of the proposed method is improved by 1.4% on the credit card fraud dataset. Therefore, the proposed method can be applied to detect vehicles with abnormal fueling behavior, improving the management and operational efficiency of gas station.