The Internet and computer networks are currently suffering from different security threats. This paper presents a new method called AMF-LSTM for abnormal traffic detection by using deep learning model. We use the statistical features of multi-flows rather than a single flow or the features extracted from log as the input to obtain temporal correlation between flows, and add an attention mechanism to the original LSTM to help the model learn which traffic flow has more contributions to the final results. Experiments show AMF-LSTM method has high accuracy and recall in anomaly type identification.