We have studied the dynamic behavior of bright-bright solitons in two-species Bose-Einstein condensates trapped in an optical lattice. It is shown that the directions of motion and oscillations of the bright-bright solitons can be effectively controlled by adjusting the lattice spacing and height, respectively. Especially, two separated solitons can be localized in the optical lattice, and the fission of each localized soliton is newly observed due to the increase of the lattice height.