This is one of the first studies that explores built environments around both residences and workplaces, as well as their nonlinear and interaction effects on commuting satisfaction. Based on 1,044 respondents in Shanghai, China, we applied an extreme gradient boosting model to examine associations of the built environment with commuting satisfaction, adjusted by commuting characteristics and sociodemographics. Results show the built environment around workplaces is more important than that around residences. Workplace land use diversity promotes commuting satisfaction, while residential land use diversity reduces it. Around both residences and workplaces, areas of green spaces reduce commuting satisfaction and population density has inversed U-shaped associations with commuting satisfaction. Moreover, the effects of green spaces and land use diversity around workplaces are diminished by those around residences; while the effects of population density around workplaces are strengthened by those around residences. These findings highlight promoting commuting satisfaction by optimizing built environments.