Haemoperfusion (HP) is an innovative extracorporeal therapy that utilizes special cartridges to filter the blood, effectively removing pro-inflammatory cytokines, toxins, and pathogens in COVID-19 patients. This retrospective cohort study aimed to assess the clinical benefits of HP for severe COVID-19 cases using Shapley values for machine learning models. The research involved 578 inpatients (≥ 20years old) admitted to Baqiyatallah hospital (Tehran, Iran). The control group (359 patients) received standard treatment, including high doses of corticosteroids (a single 500mg methylprednisolone pulse, followed by 250mg for 2days), categorized as regimen (I). On the other hand, the HP group (219 patients) received regimen II, consisting of the same corticosteroid treatment (regimen I) along with haemoperfusion using Cytosorb H300. The frequency of haemoperfusion sessions varied based on the type of lung involvement determined by chest CT scans. In addition, the value function defines the Shapley value of the th feature for the query point , where the input matrix features represent individual characteristics, drugs, and history and clinical conditions of the patient. Our data showed a favorable clinical response in the HP group compared to the control group. Notably, one-to-three sessions of HP using the CytoSorb® 300 cartridge led to reduced ventilation requirements and mortality rates in severe COVID-19 patients. Shapley values were calculated to evaluate the contribution of haemoperfusion among other factors, such as side effects, medications, and individual characteristics, to COVID-19 patient outcomes. In addition, there is a significant difference between the two groups among the treatments and medications used remdesivir, adalimumab, tocilizumab, favipiravir, Interferon beta-1a, enoxaparin prophylaxis, enoxaparin full dose, heparin prophylaxis, and heparin full dose (P < 0.05). It seems that haemoperfusion has a positive impact on the reduction of inflammation markers and renal functional such as ferritin and creatinine, respectively, as well as D-dimer and WBC levels in the HP group were significantly lower than the control group. The findings indicated that haemoperfusion played a crucial role in predicting patient survival, making it a significant feature in classifying patients' prognoses.