ABSTRACT CKM is a common systemic disorder characterized by pathological and physiological interactions between the cardiovascular system. In recent years, the intake of micronutrients has been considered to be associated with CVD, CKD, and other conditions. However, the association between serum micronutrients and advanced CKM syndrome is still unclear. This study utilized data from the NHANES to analyze 6 serum micronutrients and employed the Boruta algorithm for feature selection. Subsequently, the risk of advanced CKM syndrome was predicted using 7 ML models. Additionally, SHAP and PDPs were employed to analyze the effects of serum micronutrients on advanced CKM syndrome. Results indicate that lower levels of β‐carotene, α‐tocopherol, lycopene, vitamin C, and 25( OH )D are associated with an increased risk of advanced CKM syndrome (all p < 0.05). The LGBM model exhibited the best performance in predicting the risk of advanced CKM syndrome, while SHAP and PDPs analyses show that the low level of 25( OH )D is the main potential risk factor. The synergistic effects indicated that managing serum 25( OH )D, vitamin C, and lycopene levels may play a vital role in the control of advanced CKM syndrome. This study systematically evaluated the relationship between serum micronutrients and the risk of advanced CKM syndrome using multiple models and ML methods for the first time. It identified the decrease of 25(OH)D, lycopene, and vitamin C as the main potential risk factors. These findings provide new evidence for the etiology of advanced CKM syndrome and public health interventions.