Coal and gas outburst (CGO) is a complicated natural disaster in underground coal mine production. In constructing smart mines, predicting CGO risks efficiently and accurately is necessary. This paper proposes a CGO risk prediction method based on data augmentation and a neuroevolution algorithm, denoted as ANEAT. First, sample features are applied to the transfer function using a pointwise intensity transformation to obtain new feature samples. It solves the problems of imbalanced data samples and insufficient diversity. Second, the feature importance score sorting and Sparse PCA dimensionality reduction are performed on the data-augmented samples. It provides the initial genome code for the evolutionary neural network. Finally, an evolutionary neural network for CGO prediction is constructed through population initialization, fitness evaluation, species differentiation, genome mutation, and recombination. The optimal phenotype is obtained in the evolutionary generations. In the experiment, we verify the effectiveness of ANEAT from multiple aspects such as data augmentation effectiveness analysis, deep learning model comparison, swarm intelligence optimization algorithm comparison, and other method comparisons. The results show that the MAE, RMSE, and EVAR indexes of ANEAT on the test set are 0.0816, 0.1322, and 0.8972, respectively. It has the optimal CGO prediction effect. ANEAT realizes the high-precision mapping of feature parameters and outburst risk with a lightweight network architecture, which can be well applied to CGO prediction.