The final approach phase of an aircraft accounts for nearly half of all aviation incidents worldwide due to low-level wind shear, heavy downpours, runway excursions, and unsteady approaches. Adopting the missed approach (MAP) procedures may prevent a risky landing, which is usually executed in those situations, but it is safety-critical and a rare occurrence. This study employed machine learning-ensemble imbalance learning to predict MAPs under low-level wind shear conditions based on environmental and situational parameters. The models were developed using the 2017–2021 Hong Kong International Airport (HKIA) Pilot Reports (PIREPs). Initially, imbalance data were applied to machine learning models such as the random forest (RF), light gradient boosting machine (LGBM), and extreme gradient boosting (XGBoost), but these were unable to accurately predict the occurrence of MAPs. Then, these models were used as base estimators for ensemble imbalance learning methods, including the self-paced ensemble (SPE) framework, the balance cascade model, and the easy ensemble model. The SPE framework utilizing XGboost as the base estimator performed better than other frameworks in terms of recall, F1-score, balanced accuracy, and geometric mean. Afterwards, SHAP was utilized to interpret the SPE framework with XGboost as the base estimator. Results showed that low-level wind shear magnitude, runway orientation, and vertical location of low-level wind shear contributed most to MAPs. Runways 07C and 07R had the most MAPs. Most MAPs were initiated when low-level wind shear was within 500 feet of the ground. Strong tailwind triggered MAPs more than headwind. For aviation safety researchers and airport authorities, the framework proposed in this study is a valuable tool.