We present PredRNN++, a recurrent network for spatiotemporal predictive learning. In pursuit of a great modeling capability for short-term video dynamics, we make our network deeper in time by leveraging a new recurrent structure named Causal LSTM with cascaded dual memories. To alleviate the gradient propagation difficulties in deep predictive models, we propose a Gradient Highway Unit, which provides alternative quick routes for the gradient flows from outputs back to long-range previous inputs. The gradient highway units work seamlessly with the causal LSTMs, enabling our model to capture the short-term and the long-term video dependencies adaptively. Our model achieves state-of-the-art prediction results on both synthetic and real video datasets, showing its power in modeling entangled motions.