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Abstract The impacts of weather forecast uncertainties have not been quantified in current air quality forecasting systems. To address this, we developed an efficient 2‐D convolutional neural network‐surface ozone ensemble forecast (2DCNN‐SOEF) system using 2‐D convolutional neural network and weather ensemble forecasts, and we applied the system to 216‐hr ozone forecasts in Shenzhen, China. The 2DCNN‐SOEF demonstrated comparable performance to current operating forecast systems and met the air quality level forecast accuracies required by the Chinese authorities up to 144‐hr lead time. Uncertainties in weather forecasts contributed 38%–54% of the ozone forecast errors at 24‐hr lead time and beyond. The 2DCNN‐SOEF enabled an “ozone exceedance probability” metric, which better represented the risks of air pollution given the range of possible weather outcomes. Our ensemble forecast framework can be extended to operationally forecast other meteorology‐dependent environmental risks globally, making it a valuable tool for environmental management.