Improving the accuracy of wind speed predictions is crucial to the scheduling plan and operating stability of the power grid system. However, few studies utilize the generative adversarial network (GAN) to implement wind speed predictions considering the influence of other meteorological factors. Additionally, the accuracy of wind speed predictions needs to be further improved, especially for multi-step wind speed predictions. Subsequently, a novel hybrid wind speed prediction model is proposed, including four modules: (1) data collection of the weather research and forecasting (WRF) simulation, (2) data generation of the complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) and GAN with the generator of bidirectional long short-term memory (BLSTM), (3) an error correction strategy of the CEEMDAN and GAN-BLSTM, and (4) hyperparameters optimization of the grid search (GS) and particle swarm optimization (PSO). Three datasets are utilized to validate the forecasting accuracy of the proposed model. The verification results demonstrate that the forecasting performance of the proposed model outperforms other baseline models. Taking the mean absolute percentage error (MAPE) of the ten-step prediction for the three datasets as an example, the MAPE values are respectively 0.51%, 0.46%, and 0.55% with correction, leading to 9.16%, 9.77%, 9.59% lower than those without correction. Above all, the proposed model possesses excellent wind speed prediction accuracy, especially in multi-step wind speed predictions, due to its lower values of MAPE with similar coefficients of determination (R2) values.