Objective. Asthma (AS) is a chronic inflammatory disease of the airway, and macrophages contribute to AS remodeling. Our study aims at screening macrophage‐related gene signatures to build a risk prediction model and explore its predictive abilities in AS diagnosis. Methods. Three microarray datasets were downloaded from the GEO database. The Limma package was used to screen differentially expressed genes (DEGs) between AS and controls. The ssGSEA algorithm was used to determine immune cell proportions. The Pearson correlation coefficient was computed to select the macrophage‐related DEGs. The LASSO and RFE algorithms were implemented to filter the macrophage‐related DEG signatures to establish a risk prediction model. Receiver operating characteristic (ROC) curves were used to assess the diagnostic ability of the prediction model. Finally, the qPCR was used to detect the expression of selected differential genes in sputum from healthy people and asthmatic patients. Results. We obtained 1,189 DEGs between AS and controls from the combined datasets. By evaluating immune cell proportions, macrophages showed a significant difference between the two groups, and 439 DEGs were found to be associated with macrophages. These genes were mainly enriched in the gene ontology‐biological process of immune and inflammatory responses, as well as in the KEGG pathways of cytokine‐cytokine receptor interaction and biosynthesis of antibiotics. Finally, 10 macrophage‐related DEG signatures (EARS2, ATP2A2, COLGALT1, GART, WNT5A, AK5, ZBTB16, CCL17, ADORA3, and CXCR4) were screened as an optimized gene set to predict AS diagnosis, and they showed diagnostic abilities with AUCs of 0.968 and 0.875 in ROC curves of combined and validation datasets, respectively. The mRNA expressions of EARS2, ATP2A2, COLGALT1, and GART in the control group were higher than in AS group, while the expressions of WNT5A, AK5, ZBTB16, CCL17, ADORA3, and CXCR4 in the control group were lower than that in the AS group. Conclusion. We proposed a diagnostic model based on 10 macrophage‐related genes to predict AS risk.\.