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This study develops and evaluates machine learning (ML) models to predict the axial load capacity (Pu) of reinforced concrete (RC) columns strengthened with ultra-high-performance concrete (UHPC) jackets. A comprehensive experimental database containing 105 test samples with 17 key input parameters was compiled from the literature, representing the most extensive dataset of UHPC-jacketed RC columns to date. Using this database, a machine learning (ML) framework was established to predict the ultimate axial load capacity, employing six models: Extremely Randomized Trees (ER) model, K-Nearest Neighbors (KNN), Light Gradient Boosting Machine (LightGBM), Xgboost, CatBoost, and Cascade Forward Neural Networks (CFNNs). The CatBoost model achieved the best performance with R² = 0.983, MAE = 177 kN, and RMSE = 211 kN, significantly outperforming traditional design codes such as ACI 318 and EC2. In addition to high predictive accuracy, SHAP analysis was conducted to interpret the influence of each parameter, providing new insights into the mechanical behavior and governing factors of UHPC-jacketed RC columns. These findings highlight the capability of advanced ML to capture complex nonlinear effects more effectively than traditional methods. The proposed framework not only provides new insights into the mechanics of UHPC–RC columns but also offers a reliable predictive tool to support safer and more efficient design for strengthening.