The Dongying Depression and Jiyang Depression of the Bohai Bay Basin consist of continental sedimentary facies with a variable sedimentary environment and the shale layer system has a variety of lithologies and strong heterogeneity. It is difficult to accurately identify the lithologies with traditional lithology identification methods. The back propagation (BP) neural network was used to predict the lithology of continental shale oil reservoirs. Based on the rock slice identification, x-ray diffraction bulk rock mineral analysis, scanning electron microscope analysis, and the data of well logging and logging, the lithology was divided with carbonate, clay and felsic as end-member minerals. According to the core-electrical relationship, the frequency histogram was then used to calculate the logging response range of each lithology. The lithology-sensitive curves selected from 23 logging curves (GR, AC, CNL, DEN, etc) were chosen as the input variables. Finally, the BP neural network training model was established to predict the lithology. The lithology in the study area can be divided into four types: mudstone, lime mudstone, lime oil-mudstone, and lime argillaceous oil-shale. The logging responses of lithology were complicated and characterized by the low values of four indicators and medium values of two indicators. By comparing the number of hidden nodes and the number of training times, we found that the number of 15 hidden nodes and 1000 times of training yielded the best training results. The optimal neural network training model was established based on the above results. The lithology prediction results of BP neural network of well XX-1 showed that the accuracy rate was over 80%, indicating that the method was suitable for lithology identification of continental shale stratigraphy. The study provided the basis for the reservoir quality and oily evaluation of continental shale reservoirs and was of great significance to shale oil and gas exploration.