Candidemia often poses a diagnostic challenge due to the lack of specific clinical features, and delayed antifungal therapy can significantly increase mortality rates, particularly in the intensive care unit (ICU). This study aims to develop a machine learning predictive model for early candidemia diagnosis in ICU patients, leveraging their clinical information and findings. We conducted this study with a cohort of 334 patients admitted to the ICU unit at Ji Ning NO.1 people’s hospital in China from Jan. 2015 to Dec. 2022. To ensure the model’s reliability, we validated this model with an external group consisting of 77 patients from other sources. The candidemia to bacteremia ratio is 1:1. We collected relevant clinical procedures and eighteen key examinations or tests features to support the recursive feature elimination (RFE) algorithm. These features included total bilirubin, age, platelet count, hemoglobin, CVC, lymphocyte, Duration of stay in ICU, neutrophils, monocyte, antibiotic therapy, PCT, CRP, WBC, immunosuppressive drugs, TPN, abdominal surgery, chemotherapy and solid cancer. To construct the candidemia diagnosis model, we employed random forest (RF) algorithm alongside other machine learning methods and conducted internal and external validation with training and testing sets allocated in a 7:3 ratio. The RF model demonstrated the highest area under the receiver operating characteristic (AUROC) with values of 0.87 and 0.83 for internal and external validation, respectively. To evaluate the importance of features in predicting candidemia, Shapley additive explanation (SHAP) values were calculated and results revealed that total bilirubin and age were the most important factors in the prediction model. This advancement in candidemia prediction holds significant promise for early intervention and improved patient outcomes in the ICU setting, where timely diagnosis is of paramount crucial.