In one dimensional systems, it is possible to create periodic structures in phase space through driving, which is called phase space crystals (Guo et al 2013 Phys. Rev. Lett. 111 205303). This is possible even if for particles trapped in a potential without periodicity. In this paper we discuss ultracold atoms in a driven optical lattice, which is a realization of such a phase space crystals. The corresponding lattice structure in phase space is complex and contains rich physics. A phase space lattice differs fundamentally from a lattice in real space, because its coordinate system, i.e., phase space, has a noncommutative geometry, which naturally provides an artificial gauge (magnetic) field. We study the behavior of the quasienergy band structure and investigate the dissipative dynamics. Synthesizing lattice structures in phase space provides a new platform to simulate the condensed matter phenomena and study the intriguing phenomena of driven systems far away from equilibrium.