Is Baidu among the pre-installed search engines? Opera only allows you to set one of the pre-configured search engines as the default one.
BTW, what version of Opera?

The Baidu is pre-installed in the options. But it will disappear later. The version of Opera is 46.0.2597.57

Have you tried removing opera completely, reinstalling it and setting the default search engine then? Baidu is considered a malicious search engine by nearly everyone outside of Asia, more specifically China. I wouldn't be surprised if Opera has some sort of failsafe mechanisms in place to prevent browser hijacking. However, it shouldn't interfere with manual decisions. Could you name what options you have tried as solutions?

I have tried to remove the Opera completely and install it again. After that I tried to set the default search engine but I met the same problem. I live in China and it's difficult for me to visit the Google without tools like vpn. Sometimes using Baidu is convenient to me so I want to set Baidu to be the default engine. I still don't know what was going wrong in Opera. Now I'm using another browser and I hope that the problem can be solved as soon as possible.

When I firstly opened the Opera, I can set the Baidu to be the default search engine. However some days later I found that the default search engine was changed to the Google and I can't find Baidu in the options. I've tried many times but the problem appears every time.