Pediatric asthma has variable underlying inflammation and symptom control. Approaches to addressing this heterogeneity, such as clustering methods to find phenotypes and predict outcomes, have been investigated. However, clustering based on the relationship between treatment and clinical outcome has not been performed, and machine learning approaches for long-term outcome prediction in pediatric asthma have not been studied in depth. Our objectives were to use our novel machine learning algorithm, predictor pursuit (PP), to discover pediatric asthma phenotypes on the basis of asthma control in response to controller medications, to predict longitudinal asthma control among children with asthma, and to identify features associated with asthma control within each discovered pediatric phenotype. We applied PP to the Childhood Asthma Management Program study data (n = 1,019) to discover phenotypes on the basis of asthma control between assigned controller therapy groups (budesonide vs. nedocromil). We confirmed PP's ability to discover phenotypes using the Asthma Clinical Research Network/Childhood Asthma Research and Education network data. We next predicted children's asthma control over time and compared PP's performance with that of traditional prediction methods. Last, we identified clinical features most correlated with asthma control in the discovered phenotypes. Four phenotypes were discovered in both datasets: allergic not obese (A+/O-), obese not allergic (A-/O+), allergic and obese (A+/O+), and not allergic not obese (A-/O-). Of the children with well-controlled asthma in the Childhood Asthma Management Program dataset, we found more nonobese children treated with budesonide than with nedocromil (P = 0.015) and more obese children treated with nedocromil than with budesonide (P = 0.008). Within the obese group, more A+/O+ children's asthma was well controlled with nedocromil than with budesonide (P = 0.022) or with placebo (P = 0.011). The PP algorithm performed significantly better (P < 0.001) than traditional machine learning algorithms for both short- and long-term asthma control prediction. Asthma control and bronchodilator response were the features most predictive of short-term asthma control, regardless of type of controller medication or phenotype. Bronchodilator response and serum eosinophils were the most predictive features of asthma control, regardless of type of controller medication or phenotype. Advanced statistical machine learning approaches can be powerful tools for discovery of phenotypes based on treatment response and can aid in asthma control prediction in complex medical conditions such as asthma.