In this paper, we propose a new change detection method of multi-temporal synthetic aperture radar (SAR) images. Due to the ability of extracting key feature of images and robustness to noise, stacked denoising auto encoder (SDAE) has been widely used in remote sensing. However, the single SDAE stills has some limitations to handle with the speckle noise of SAR images. Therefore, we propose a new structure Bi-hierarchical SDAE for feature extraction. The first level of SDAE denoises the original image and reconstructs the difference map, and the second level extracts the superpixel-based difference features for classification. Besides, Bayesian optimization effectively improves the classification performance of feature classifier. The experimental results of the datasets in this paper show that the Bi-hierarchical SDAE and Bayesian optimization framework has high accuracy and proves its effectiveness.