Objective To develop a machine learning (ML) model to predict the risk of death in intensive care unit (ICU) patients with chronic obstructive pulmonary disease (COPD), explain the factors related to the risk of death in COPD patients, and solve the "black box" problem of ML model. Methods A total of 8088 patients with severe COPD were selected from the eICU Collaborative Research Database (eICU-CRD). Data within the initial 24 hours of each ICU stay were extracted and randomly divided, with 70% for model training and 30% for model validation. The LASSO regression was deployed for predictor variable selection to avoid overfitting. Five ML models were employed to predict in-hospital mortality. The prediction performance of the ML models was compared with alternative models using the area under curve (AUC), while SHAP (SHapley Additive exPlanations) method was used to explain this random forest (RF) model. Results The RF model performed best among the APACHE IVa scoring system and five ML models with the AUC of 0.830 (95%CI 0.806 - 0.855). The SHAP method detects the top 10 predictors according to the importance ranking and the minimum of non-invasive systolic blood pressure was recognized as the most significant predictor variable. Conclusion Leveraging ML model to capture risk factors and using the SHAP method to interpret the prediction outcome can predict the risk of death of patients early, which helps clinicians make accurate treatment plans and allocate medical resources rationally.