Objective: To develop a risk score model for the occurrence of composite cardiovascular events (CVE) in patients with stable angina pectoris (SA) combined with coronary heart disease (CHD) by comparing the modeling effects of various machine learning (ML) algorithms. Methods: In this prospective study, 690 patients with SA combined with CHD attending the Department of Integrative Cardiology, China-Japan Friendship Hospital, from October 2020 to October 2021 were included. The data set was randomly divided into a training group and a testing group in a 7:3 ratio in the per-protocol set (PPS). Model variables were screened using the least absolute shrinkage selection operator (LASSO) regression, univariate analysis, and multifactor logistic regression. Then, nine ML algorithms are integrated to build the model and compare the model effects. Individualized risk assessment was performed using the SHapley Additive exPlanation (SHAP) and nomograms, respectively. The model discrimination was evaluated by receiver operating characteristic curve (ROC), the calibration ability of the model was evaluated by calibration plot, and the clinical applicability of the model was evaluated by decision curve analysis (DCA). This study was approved by the Clinical Research Ethics Committee of China-Japan Friendship Hospital (2020-114-K73). Results: 690 patients were eligible to finish the complete follow-up in the PPS. After LASSO screening and multifactorial logistic regression analysis, physical activity level, taking antiplatelets, Traditional Chinese medicine treatment, Gensini score, Seattle Angina Questionnaire (SAQ)-exercise capacity score, and SAQ-anginal stability score were found to be predictors of the occurrence of CVE. The above predictors are modeled, and a comprehensive comparison of the modeling effectiveness of multiple ML algorithms is performed. The results show that the Light Gradient Boosting Machine (LightGBM) model is the best model, with an area under the curve (AUC) of 0.95 (95% CI = 0.91-1.00) for the test set, Accuracy: 0.90, Sensitivity: 0.87, and Specificity: 0.96. Interpretation of the model using SHAP highlighted the Gensini score as the most important predictor. Based on the multifactorial logistic regression modeling, a nomogram, and online calculators have been developed for clinical applications. Conclusion: We developed the LightGBM optimization model and the multifactor logistic regression model, respectively. The model is interpreted using SHAP and nomogram. This provides an option for early prediction of CVE in patients with SA combined with CHD.