MicroRNAs play an important role in gene regulation for many biological systems, including nicotine and alcohol addiction. However, the underlying mechanism behind miRNAs and mRNA interaction is not well characterized. Microarrays are commonly used to quantify the expression levels of mRNAs and/or miRNAs simultaneously. In this study, we performed a Bayesian network analysis to identify mRNA and miRNA interactions following perinatal exposure to nicotine and/or alcohol. We utilized three sets of microarray data to predict the regulation relationship between mRNA and miRNAs. Following perinatal alcohol exposure, we identified two miRNAs: miR-542-5p and miR-874-3p, that exhibited a strong mutual influence on several mRNA in gene regulatory pathways, mainly Axon guidance and Dopaminergic synapses. Finally, we confirmed our predicted addiction pathways based on the Bayesian network analysis with the widely used Kyoto Encyclopedia of Genes and Genomes (KEGG)-based database and identified comparable relevant miRNA-mRNA pairs. We believe the Bayesian network can provide insight into the complexity biological process related to addiction and can potentially be applied to other diseases.