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Collaborative filtering is the most widely used method in recommendation algorithms, but it still faces the serious problem of data sparsity. Traditional collaborative filtering uses matrix decomposition to learn the latent features of users and items. As an extension model of matrix decomposition, Funk-SVD model has attracted wide attention due to its good scalability and easy implementation, but it is difficult to extract the latent features of users and items from sparse rating information because it essentially learns the linear relationship between users and items. To solve this problem, we propose a Dual auto-encoder based Rating Prediction Recommendation Algorithm (DRPRA) model. The DRPRA model uses the strong ability of deep learning in feature learning, which combines double auto-encoders with Funk-SVD. First, the auto-encoder captures the latent features of users and items respectively. Then, the Funk-SVD combines the user features with item features to reconstruct the rating matrix. After that, we minimize the error between original rating matrix and reconstructed rating matrix, and to alleviate the problem of data sparsity and improve the accuracy of rating prediction effectively. We conducted extensive experiments on Movielens-100K, Movie Tweeting-10k, and Film Trust datasets, and the results show that the rating prediction model based on dual auto-encoders has a superior recommendation performance.