In this paper, an intelligent feedforward prediction and compensation scheme to combine with a dual-loop high-bandwidth controller is proposed for high-speed and high-precision tracking control of a nanopositioning stage. Firstly, the dual-loop controller (DLC) consisting of an inner-loop damping and an outer-loop tracking controller is developed with all the parameters optimized simultaneously, which could provide a control bandwidth over the first resonant frequency of the stage. Next, the Gaussian process (GP) machine learning model is employed to capture the dynamic characteristics of the tracking error of the dual-loop controlled plant. Then, a feedforward compensator is constructed to add a compensation term to the initial reference trajectory. Experimental investigations on a self-made piezoelectric-actuated stage validate the effectiveness of the intelligent tracking error prediction method and the excellent performance of the control strategy for high-precision tracking of high-frequency reference trajectories.