Rapidly developed deep learning methods, widely used in various fields of civil engineering, have provided an efficient option to reduce the computational costs and improve the predictive capabilities. However, it should be acknowledged that the application of deep learning methods to develop prediction models that efficiently assess the nonlinear dynamic responses of cross-fault hydraulic tunnels (CFHTs) is lacking. Thus, the objective of this study is to construct a rational artificial neural network (ANN) prediction model to generate the mass data and fragility curves of CFHTs. Firstly, an analysis of 1080 complete nonlinear dynamic time histories via incremental dynamic analysis (IDA) is conducted to obtain the mass data of the drift ratio of the CFHT. Then, the hyper-parameters of the ANN model are discussed to determine the optimal parameters based on four examined approaches to improve the prediction capacity and accuracy. Meanwhile, the traditional probabilistic seismic demand models of the predicted values obtained by the ANN model and the numerical results are compared with the statistical parameters. Eventually, the maximum likelihood estimation couping IDA method is applied to assess the seismic safety of CFHTs under different damage states. The results show that two hidden layers, ten neurons, and the ReLU activation function for the ANN model with Bayesian optimization can improve the reliability and decrease the uncertainty in evaluating the structural performance. Moreover, the amplitude of the seismology features can be used as the neurons to build the input layers of the ANN model. It is found through vulnerability analysis that the traditional seismic fragility analysis method may overestimate the earthquake resistance capacity of CFHTs compared with maximum likelihood estimation. In practical engineering, ANN methods can be regarded as an alternative approach for the seismic design and performance improvement of CFHTs.