Cardiovascular diseases (CVDs) are a serious public health issue that affects and is responsible for numerous fatalities and impairments. Ischemic heart disease (IHD) is one of the most prevalent and deadliest types of CVDs and is responsible for 45% of all CVD-related fatalities. IHD occurs when the blood supply to the heart is reduced due to narrowed or blocked arteries, which causes angina pectoris (AP) chest pain. AP is a common symptom of IHD and can indicate a higher risk of heart attack or sudden cardiac death. Therefore, it is important to diagnose and treat AP promptly and effectively. To forecast AP in women, we constructed a novel artificial intelligence (AI) method employing the tree-based algorithm known as an Explainable Boosting Machine (EBM). EBM is a machine learning (ML) technique that combines the interpretability of linear models with the flexibility and accuracy of gradient boosting. We applied EBM to a dataset of 200 female patients, 100 with AP and 100 without AP, and extracted the most relevant features for AP prediction. We then evaluated the performance of EBM against other AI methods, such as Logistic Regression (LR), Categorical Boosting (CatBoost), eXtreme Gradient Boosting (XGBoost), Adaptive Boosting (AdaBoost), and Light Gradient Boosting Machine (LightGBM). We found that EBM was the most accurate and well-balanced technique for forecasting AP, with accuracy (0.925) and Youden's index (0.960). We also looked at the global and local explanations provided by EBM to better understand how each feature affected the prediction and how each patient was classified. Our research showed that EBM is a useful AI method for predicting AP in women and identifying the risk factors related to it. This can help clinicians to provide personalized and evidence-based care for female patients with AP.