(1) Background: Although transcatheter aortic valve replacement (TAVR) significantly improves long-term outcomes of symptomatic severe aortic stenosis (AS) patients, long-term mortality rates are still high. The aim of our study was to identify potential inflammatory biomarkers with predictive capacity for post-TAVR adverse events from a wide panel of routine biomarkers by employing ML techniques. (2) Methods: All patients diagnosed with symptomatic severe AS and treated by TAVR since January 2016 in a tertiary center were included in the present study. Three separate analyses were performed: (a) using only inflammatory biomarkers, (b) using inflammatory biomarkers, age, creatinine, and left ventricular ejection fraction (LVEF), and (c) using all collected parameters. (3) Results: A total of 338 patients were included in the study, of which 56 (16.5%) patients died during follow-up. Inflammatory biomarkers assessed using ML techniques have predictive value for adverse events post-TAVR with an AUC-ROC of 0.743 and an AUC-PR of 0.329; most important variables were CRP, WBC count and Neu/Lym ratio. When adding age, creatinine and LVEF to inflammatory panel, the ML performance increased to an AUC-ROC of 0.860 and an AUC-PR of 0.574; even though LVEF was the most important predictor, inflammatory parameters retained their value. When using the entire dataset (inflammatory parameters and complete patient characteristics), the ML performance was the highest with an AUC-ROC of 0.916 and an AUC-PR of 0.676; in this setting, the CRP and Neu/Lym ratio were also among the most important predictors of events. (4) Conclusions: ML models identified the CRP, Neu/Lym ratio, WBC count and fibrinogen as important variables for adverse events post-TAVR.