BackgroundUndernutrition is the main cause of child death in developing countries. This paper aimed to explore the efficacy of machine learning (ML) approaches in predicting under-five undernutrition in Ethiopian administrative zones and to identify the most important predictors.MethodThe study employed ML techniques using retrospective cross-sectional survey data from Ethiopia, a national-representative data collected in the year (2000, 2005, 2011, and 2016). We explored six commonly used ML algorithms; Logistic regression, Least Absolute Shrinkage and Selection Operator (L-1 regularization logistic regression), L-2 regularization (Ridge), Elastic net, neural network, and random forest (RF). Sensitivity, specificity, accuracy, and area under the curve were used to evaluate the performance of those models.ResultsBased on different performance evaluations, the RF algorithm was selected as the best ML model. In the order of importance; urban–rural settlement, literacy rate of parents, and place of residence were the major determinants of disparities of nutritional status for under-five children among Ethiopian administrative zones.ConclusionOur results showed that the considered machine learning classification algorithms can effectively predict the under-five undernutrition status in Ethiopian administrative zones. Persistent under-five undernutrition status was found in the northern part of Ethiopia. The identification of such high-risk zones could provide useful information to decision-makers trying to reduce child undernutrition.