Lane change risk identification and prediction research is important for traffic safety, development of advanced driver assistance systems, traffic flow optimization. Among them, vehicle continuous‐lane‐change (CLC) risk identification and prediction is weak, but this element is important for vehicle decision-making and path planning in multi-lane, non-adjacent lane situations. To compensate for the shortcomings of risk identification based on both deterministic and probabilistic methods and address the issues of poor measurement accuracy and efficiency caused by manual tuning, this study established a risk identification and prediction model based on the Bayesian global optimization (BO) gated recurrent unit (GRU) neural network (BO-GRU) and instantiated the model using the trajectory data of 129 vehicles. Overall, the results showed that the accuracy of identifying CLC risks and driving-style was 99.33% and 97.44%, respectively, while the overall average accuracy of predicting potential CLC risks based on the identification of risks and predicted trajectories was 97.13%. The root-mean-square errors of CLC predicted trajectory for different driving-styles were 0.2503, 0.2331, 0.2093, and 0.2706, respectively, which were 84%−88% lower compared to 1.7361 when driving-styles were not considered. The performance of the BO-GRU model is comparable to that of parameter-optimized LSTM and its variant models, which highlights the significance of parameter optimization for neural network models. Overall, the use of a BO-GRU-based model for identifying and predicting continuous lane change risks in vehicles can aid in making driving decisions and planning routes, decrease the risk of collisions, enhance traffic flow efficiency, and encourage safe driving behavior.