This paper proposes an intelligent dynamic modeling method for strip rolling process. Actuators of a cold rolling mill perform actions, including work roll bending, intermediate roll bending, and roll gap tilting, to regulate the product quality. Conventional first-principles modeling necessitates intricate mathematical equations derived from process analysis and action evaluation. However, the complexity of the model increases the difficulty of upgrading the model. To address this limitation, a novel approach involving a deep neural network with a Gaussian distribution layer is proposed to effectively capture the process dynamics. A negative log likelihood is established as the loss function for the model using real-world industrial data. Experiment outcomes demonstrate the efficacy of the proposed method in achieving an accurate dynamic model.