In this study, we propose an ensemble long short-term memory (EnLSTM) network, which can be trained on a small dataset and process sequential data. The EnLSTM is built by combining the ensemble neural network (ENN) and the cascaded long short-term memory (C-LSTM) network to leverage their complementary strengths. In order to resolve the issues of over-convergence and disturbance compensation associated with training failure owing to the nature of small-data problems, model parameter perturbation and high-fidelity observation perturbation methods are introduced. The EnLSTM is compared with commonly-used models on a published dataset, and proven to be the state-of-the-art model in generating well logs with a mean-square-error (MSE) reduction of 34%. In the case study, 12 well logs that cannot be measured while drilling are generated based on logging-while-drilling (LWD) data. The EnLSTM is capable to reduce cost and save time in practice.