Let $G$ be a connected graph and $H$ be an arbitrary graph. In this paper, we study the identifying codes of the lexicographic product $G[H]$ of $G$ and $H$. We first introduce two parameters of $H$, which are closely related to identifying codes of $H$. Then we provide the sufficient and necessary condition for $G[H]$ to be identifiable. Finally, if $G[H]$ is identifiable, we determine the minimum cardinality of identifying codes of $G[H]$ in terms of the order of $G$ and these two parameters of $H$.