The industrially collected process data usually exhibit non-Gaussian and multi-mode characteristics. Due to sensor failures, irregular disturbances, and transmission problems, there are unavoidable outliers that make the data exhibit heavy-tailed characteristics. To this end, a variational auto-encoder regression method based on the mixture Laplacian distribution (MLVAER) is proposed, by introducing a type-II multivariate Laplacian distribution in the latent variable space for robust modeling, and further extending it to the mixture form to accommodate multi-mode processes, the corresponding reparameterization trick is finally proposed for the mixture form of this distribution for neural network gradient descent training. The model based on this distribution assumption has higher degrees of freedom than the model based on the traditional multivariate Laplace distribution assumption when the network structure is the same. Numerical simulation and experiments on two industrial examples demonstrate that the proposed algorithm reduces the root mean square error by over 15% compared to other algorithms.