The realization of band structures with nontrivial topological properties in an optical lattice is an exciting topic in current studies of ultracold atoms. Here we point out that this lofty goal can be achieved by using a simple scheme of shaking an optical lattice, which is directly applicable in current experiments. The photon-assisted band hybridization leads to the production of an effective spin-orbit coupling, in which the band index represents the pseudospin. When this spin-orbit coupling has finite strengths in multiple directions, nontrivial topological structures emerge in the Brillouin zone, such as topological defects with a winding number of 1 or 2 in a shaken square lattice. The shaken lattice also allows one to study the transition between two band structures with distinct topological properties.The study of topological matters has been one of the most important themes in condensed-matter physics over the past few years [1,2]. When nontrivial topology exists in the band structures of certain solid materials, a wide range of topological matters arise. Whereas the effort of searching for such materials in solids has been continuously growing, there has been great interest in realizing topological matters using ultracold atoms [3][4][5][6][7]. In such highly controllable atomic systems, it is easy to manipulate the interaction between atoms and external fields so that topological properties of quantum matters could be engineered using standard experimental techniques. It is hoped that ultracold atoms will provide not only a perfect simulator of electronic systems, but also opportunities to create different types of topological matter with no counterpart in solids.As spin-orbit coupling (SOC) is a key ingredient in many topological matters, the realization of synthetic SOC using the Raman scheme [8-13] opens the door for accessing topological matter in ultracold atoms. However, a shortcoming of the current scheme is that SOC exists in only one spatial direction. This has become one of the bottlenecks for an experimental realization of topological matters in ultracold atoms.Both theoretical and experimental interest in shaken optical lattices have been increasing recently [14][15][16][17][18][19][20]. It has been shown that such a scheme allows one to manipulate both the magnitude and the sign of tunneling constants. In this Rapid Communication we point out that shaken lattices provide physicists an unprecedented opportunity to explore topological matters. We will show that (i) one could use shaken lattices to create a fully controllable SOC with finite strengths along multiple spatial directions, where band indices play the role of the spin degree of freedom, (ii) such an effective SOC allows one to create band structures with nontrivial topological properties using currently available experimental techniques, and (iii) varying these microscopic parameters, including the frequency, amplitude, and phase shift of the shaken lattice, physicists could study the evolution between two band structures with di...