Background: The association between gastrointestinal intolerance during early enteral nutrition (EN) and adverse clinical outcomes in critically ill patients is controversial. We aimed to assess the prognostic value of enteral feeding intolerance (EFI) markers during early ICU stays and to predict early EN failure using a machine learning (ML) approach. Methods: We performed a retrospective analysis of data from adult patients admitted to Beilinson Hospital ICU between January 2011 and December 2018 for more than 48 h and received EN. Clinical data, including demographics, severity scores, EFI markers, and medications, along with 72 h after admission, were analyzed by ML algorithms. Prediction performance was assessed by the area under the receiver operating characteristics (AUCROC) of a ten-fold cross-validation set. Results: The datasets comprised 1584 patients. The means of the cross-validation AUCROCs for 90-day mortality and early EN failure were 0.73 (95% CI 0.71–0.75) and 0.71 (95% CI 0.67–0.74), respectively. Gastric residual volume above 250 mL on the second day was an important component of both prediction models. Conclusions: ML underlined the EFI markers that predict poor 90-day outcomes and early EN failure and supports early recognition of at-risk patients. Results have to be confirmed in further prospective and external validation studies.