Ozone is one of the most important air pollutants, with significant impacts on human health, regional air quality and ecosystems. In this study, we use geographic information and environmental information of the monitoring site of 5577 regions in the world from 2010 to 2014 as feature input to predict the long-term average ozone concentration of the site. A Bayesian optimization-based XGBoost-RFE feature selection model BO-XGBoost-RFE is proposed, and a variety of machine learning algorithms are used to predict ozone concentration based on the optimal feature subset. Since the selection of the underlying model hyperparameters is involved in the recursive feature selection process, different hyperparameter combinations will lead to differences in the feature subsets selected by the model, so that the feature subsets obtained by the model may not be optimal solutions. We combine the Bayesian optimization algorithm to adjust the parameters of recursive feature elimination based on XGBoost to obtain the optimal parameter combination and the optimal feature subset under the parameter combination. Experiments on long-term ozone concentration prediction on a global scale show that the prediction accuracy of the model after Bayesian optimized XGBoost-RFE feature selection is higher than that based on all features and on feature selection with Pearson correlation. Among the four prediction models, random forest obtained the highest prediction accuracy. The XGBoost prediction model achieved the greatest improvement in accuracy.