Abstract: Many scholars have focused on applying machine learning models in bottom hole pressure (BHP) prediction. However, the complex and uncertain conditions in deep wells make it difficult to capture spatial and temporal correlations of measurement while drilling (MWD) data with traditional intelligent models. In this work, we develop a novel hybrid neural network, which integrates the Convolution Neural Network (CNN) and the Gate Recurrent Unit (GRU) for predicting BHP fluctuations more accurately. The CNN structure is used to analyze spatial local dependency patterns and the GRU structure is used to discover depth variation trends of MWD data. To further improve the prediction accuracy, we explore two types of GRU-based structure: skip-GRU and attention-GRU, which can capture more long-term potential periodic correlation in drilling data. Then, the different model structures tuned by the Bayesian optimization (BO) algorithm are compared and analyzed. Results indicate that the hybrid models can extract spatial-temporal information of data effectively and predict more accurately than random forests, extreme gradient boosting, back propagation neural network, CNN and GRU. The CNN-attention-GRU model with BO algorithm shows great superiority in prediction accuracy and robustness due to the hybrid network structure and attention mechanism, having the lowest mean absolute percentage error of 0.025%. This study provides a reference for solving the problem of extracting spatial and temporal characteristics and guidance for managed pressure drilling in complex formations.