Data prediction can improve the science of decision-making by making predictions about what happens in daily life based on natural law trends. Back propagation (BP) neural network is a widely used prediction method. To reduce its probability of falling into local optimum and improve the prediction accuracy, we propose an improved BP neural network prediction method based on a multi-strategy sparrow search algorithm (MSSA). The weights and thresholds of the BP neural network are optimized using the sparrow search algorithm (SSA). Three strategies are designed to improve the SSA to enhance its optimization-seeking ability, leading to the MSSA-BP prediction model. The MSSA algorithm was tested with nine different types of benchmark functions to verify the optimization performance of the algorithm. Two different datasets were selected for comparison experiments on three groups of models. Under the same conditions, the mean absolute error (MAE), root mean square error (RMSE), and mean absolute percentage error (MAPE) of the prediction results of MSSA-BP were significantly reduced, and the convergence speed was significantly improved. MSSA-BP can effectively improve the prediction accuracy and has certain application value.