Colorectal cancer (CRC) is a leading cause of cancer deaths worldwide, and the identification of biomarkers can improve early detection and personalized treatment. In this study, RNA-seq data and gene chip data from TCGA and GEO were used to explore potential biomarkers for CRC. The SMOTE method was used to address class imbalance, and four feature selection algorithms (MCFS, Borota, mRMR, and LightGBM) were used to select genes from the gene expression matrix. Four machine learning algorithms (SVM, XGBoost, RF, and kNN) were then employed to obtain the optimal number of genes for model construction. Through interpretable machine learning (IML), co-predictive networks were generated to identify rules and uncover underlying relationships among the selected genes. Survival analysis revealed thatINHBA,FNBP1,PDE9A,HIST1H2BG, andCADM3were significantly correlated with prognosis in CRC patients. In addition, the CIBERSORT algorithm was used to investigate the proportion of immune cells in CRC tissues, and gene mutation rates for the five selected biomarkers were explored. The biomarkers identified in this study have significant implications for the development of personalized therapies and could ultimately lead to improved clinical outcomes for CRC patients.