The reliability of circuits is significantly affected by process variations in manufacturing and environmental variation during operation. Current yield optimization algorithms take process variations into consideration to improve circuit reliability. However, the influence of environmental variations (e.g., voltage and temperature variations) is often ignored in current methods because of the high computational cost. In this article, a novel and efficient approach named BNN-BYO is proposed to optimize the yield of analog circuits in multiple environmental corners. First, we use a Bayesian Neural Network (BNN) to simultaneously model the yields and performances of interest in multiple corners efficiently. Next, the multi-corner yield optimization can be performed by embedding BNN into a Bayesian optimization framework. Since the correlation among yields and performances of interest in different corners is implicitly encoded in the BNN model, it provides great modeling capabilities for yields and their uncertainties to improve the efficiency of yield optimization. Our experimental results demonstrate that the proposed method can save up to 45.3% of simulation cost compared to other baseline methods to achieve the same target yield. In addition, for the same simulation cost, our proposed method can find better design points with 3.2% yield improvement.