With the development of advanced metering infrastructure (AMI), large amounts of electricity consumption data can be collected for electricity theft detection. However, the imbalance of electricity consumption data is violent, which makes the training of detection model challenging. In this case, this paper proposes an electricity theft detection method based on ensemble learning and prototype learning, which has great performance on imbalanced dataset and abnormal data with different abnormal level. In this paper, convolutional neural network (CNN) and long short-term memory (LSTM) are employed to obtain abstract feature from electricity consumption data. After calculating the means of the abstract feature, the prototype per class is obtained, which is used to predict the labels of unknown samples. In the meanwhile, through training the network by different balanced subsets of training set, the prototype is representative. Compared with some mainstream methods including CNN, random forest (RF) and so on, the proposed method has been proved to effectively deal with the electricity theft detection when abnormal data only account for 2.5% and 1.25% of normal data. The results show that the proposed method outperforms other state-of-the-art methods.