Due to the low efficiency of traditional data analysis methods for massive e-commerce data analysis, an e-commerce data analysis and prediction method based on the GBDT deep learning model was proposed. Purchase behavior is divided into another category, which transforms the problem of e-commerce data analysis and prediction into a binary classification problem. At the same time, we extract 107 features that can reflect the user behavior and construct the GBDT model. The characteristics include counting class, sorting class, time difference class, conversion rate class, and so on. It follows from the above that the analysis and prediction of e-commerce data are realized. In addition, the results show that when the learning rate of GBDT model parameters is 0.05, the number of basic learners is 200, the tree depth is 20, the threshold is 0.5, the model prediction effect is best, and the F1 value can reach 0.12. Compared with the traditional prediction model based on logistic regression and neural network, the proposed GBDT model is more suitable for e-commerce data analysis and prediction.