Despite the availability and implementation of well-known efficacious interventions for tuberculosis treatment by the Ministry of Health, Uganda (MoH), treatment non-adherence persists. Moreover, identifying a specific tuberculosis patient at risk of treatment non-adherence is still a challenge. Thus, this retrospective study, based on a record review of 838 tuberculosis patients enrolled in six health facilities, presents, and discusses a machine learning approach to explore the individual risk factors predictive of tuberculosis treatment non-adherence in the Mukono district, Uganda. Five classification machine learning algorithms, logistic regression (LR), artificial neural networks (ANN), support vector machines (SVM), random forest (RF), and AdaBoost were trained, and evaluated by computing their accuracy, F1 score, precision, recall, and the area under the receiver operating curve (AUC) through the aid of a confusion matrix. Of the five developed and evaluated algorithms, SVM (91.28%) had the highest accuracy (AdaBoost, 91.05% performed better than SVM when AUC is considered as evaluation parameter). Looking at all five evaluation parameters globally, AdaBoost is quite on par with SVM. Individual risk factors predictive of non-adherence included tuberculosis type, GeneXpert results, sub-country, antiretroviral status, contacts below 5 years, health facility ownership, sputum test results at 2 months, treatment supporter, cotrimoxazole preventive therapy (CPT) dapsone status, risk group, patient age, gender, middle and upper arm circumference, referral, positive sputum test at 5 and 6 months. Therefore, machine learning techniques, specifically classification types, can identify patient factors predictive of treatment non-adherence and accurately differentiate between adherent and non-adherent patients. Thus, tuberculosis program management should consider adopting the classification machine learning techniques evaluated in this study as a screening tool for identifying and targeting suited interventions to these patients.