Optical lattices and Feshbach resonance management are two mighty and widely used techniques for studying, both experimentally and theoretically, various physical issues and the underlying nonlinear dynamics of Bose−Einstein condensates. Both techniques show great power for studying solitons of different types, and particularly, the former technique realizes the creation of 1D bright matter‐wave gap solitons, whose formation and properties in multidimensional systems, however, are much less known. Herein, both techniques and study are combined, theoretically and numerically, the formation and dynamics of 3D nonlinear localized gap modes, including fundamental gap solitons and their higher‐order ones as soliton clusters, as well as gap vortices with topological charge s = 1. The stability regions of all the localized gap modes are identified by means of direct perturbed numerical simulations, revealing important insights into soliton physics in multidimensional space.