The creep behavior of Ultra-High-Performance Concrete (UHPC) was investigated by machine learning (ML) and SHapley Additive exPlanations (SHAP). Important features were selected by feature importance analysis, including water-to-binder ratio, aggregate-to-cement ratio, compressive strength at loading age, elastic modulus at loading age, loading duration, steel fiber volume content, and curing temperature. Four typical ML models—Random Forest (RF), Artificial Neural Network (ANN), Extreme Gradient Boosting Machine (XGBoost), and Light Gradient Boosting Machine (LGBM)—were studied to predict the creep behavior of UHPC. Via Bayesian optimization and 5-fold cross-validation, the ML models were tuned to achieve high accuracy (R2 = 0.9847, 0.9627, 0.9898, and 0.9933 for RF, ANN, XGBoost, and LGBM, respectively). The contribution of different features to the creep behavior was ranked. Additionally, SHAP was utilized to interpret the predictions by the ML models, and four parameters stood out as the most influential for the creep coefficient: loading duration, curing temperature, compressive strength at loading age, and water-to-binder ratio. The SHAP results were consistent with theoretical understanding. Finally, the UHPC creep curves for three different cases were plotted based on the ML model developed, and the prediction by the ML model was more accurate than that by fib Model Code 2010.