The subcellular localization of messenger RNA (mRNA) not only helps us to understand the localization regulation of gene expression but also helps to understand the relationship between RNA localization pattern and human disease mechanism, which has profound biological and medical significance. Several predictors have been proposed for predicting the subcellular localization of mRNA. However, there is still considerable room for improvement in their predictive performance, especially regarding multi-label prediction. This study proposes a novel multi-label predictor, DRpred, for mRNA subcellular localization prediction. This predictor first utilizes Bayesian networks to capture the dependencies among labels. Subsequently, it combines these dependencies with features extracted from mRNA sequences using Word2vec, forming the input for the predictor. Finally, it employs a neural network combining BiLSTM and an attention mechanism to capture the internal relationships of the input features for mRNA subcellular localization. The experimental validation on an independent test set demonstrated that DRpred obtained a competitive predictive performance in multi-label prediction and outperformed state-of-the-art predictors in predicting single subcellular localizations, obtaining accuracies of 82.14%, 93.02%, 80.37%, 94.00%, 90.58%, 84.53%, 82.01%, 79.71%, and 85.67% for the chromatin, cytoplasm, cytosol, exosome, membrane, nucleolus, nucleoplasm, nucleus, and ribosome, respectively. It is anticipated to offer profound insights for biological and medical research.