In this work, we propose an end-to-end adaptive sampling neural network (MMPDE-Net) based on the moving mesh PDE method, which can adaptively generate new coordinates of sampling points by solving the moving mesh PDE. This model focuses on improving the efficiency of individual sampling points. Moreover, we have developed an iterative algorithm based on MMPDE-Net, which makes the sampling points more precise and controllable. Since MMPDE-Net is a framework independent of the deep learning solver, we combine it with PINN to propose MS-PINN and demonstrate its effectiveness by performing error analysis under the assumptions given in this paper. Meanwhile, we demonstrate the performance improvement of MS-PINN compared to PINN through numerical experiments on four typical examples to verify the effectiveness of our method.