Traffic prediction aims to predict the future traffic state by mining features from history traffic information, and it is a crucial component for the intelligent transportation system. However, most existing traffic prediction methods focus on road segment prediction while ignore the fine-grainedlane-level traffic prediction. From observations, we found that different lanes on the same road segment have similar but not identical patterns of variation. Lane-level traffic prediction can provide more accurate prediction results for humans or autonomous driving systems to make appropriate and efficient decisions. In traffic prediction, the mining of spatial features is an important step and graph-based methods are effective methods. While most existing graph-based methods construct a static adjacent matrix, these methods are difficult to respond to spatio-temporal changes in time. In this paper, we propose a deep learning model for lane-level traffic prediction. Specifically, we take advantage of the graph convolutional network (GCN) with a data-driven adjacent matrix for spatial feature modeling and treat different lanes of the same road segment as different nodes. The data-driven adjacent matrix consists of the fundamental distance-based adjacent matrix and the dynamic lane correlation matrix. The temporal features are extracted with the gated recurrent unit (GRU). Then, we adaptively fuse spatial and temporal features with the gating mechanism to get the final spatio-temporal features for lane-level traffic prediction. Extensive experiments on a real-world dataset validate the effectiveness of our model.