Objective:Ovarian cancer is a significant health issue with lasting impacts on the community. Despite recent advances in surgical, chemotherapeutic and radiotherapeutic interventions, they have had only marginal impacts due to an inability to identify biomarkers at an early stage. Biomarker discovery is challenging, yet essential for improving drug discovery and clinical care. Machine learning (ML) techniques are invaluable for recognising complex patterns in biomarkers compared to conventional methods, yet they can lack physical insights into diagnosis. eXplainable Artificial Intelligence (XAI) is capable of providing deeper insights into the decision-making of complex ML algorithms increasing their applicability. We aim to introduce best practice for combining ML and XAI techniques for biomarker validation tasks. Methods:We focused on classification tasks and a game theoretic approach based on Shapley values to build and evaluate models and visualise results. We described the workflow and apply the pipeline in a case study using the CDAS PLCO Ovarian Biomarkers dataset to demonstrate the potential for accuracy and utility. Results:The case study results demonstrate the efficacy of the ML pipeline, its consistency, and advantages compared to conventional statistical approaches. Conclusion:The resulting guidelines provide a general framework for practical application of XAI in medical research that can inform clinicians and validate and explain cancer biomarkers.