OBJECTIVE: Sepsis-induced coagulopathy (SIC) is extremely common in individuals with sepsis, significantly associated with poor outcomes. This study attempted to develop an interpretable and generalizable machine learning (ML) model for early predicting the risk of 28-day death in patients with SIC. METHODS: In this retrospective cohort study, we extracted SIC patients from the Medical Information Mart for Intensive Care III (MIMIC-III), MIMIC-IV, and eICU-CRD database according to Toshiaki Iba's scale. And the overlapping in the MIMIC-IV was excluded for this study. Afterward, only the MIMIC-III cohort was randomly divided into the training set, and the internal validation set according to the ratio of 7:3, while the MIMIC-IV and eICU-CRD databases were considered the external validation sets. The predictive factors for 28-day mortality of SIC patients were determined using recursive feature elimination combined with tenfold cross-validation (RFECV). Then, we constructed models using ML algorithms. Multiple metrics were used for evaluation of performance of the models, including the area under the receiver operating characteristic curve (AUROC), area under the precision recall curve (AUPRC), accuracy, sensitivity, specificity, negative predictive value, positive predictive value, recall, and F1 score. Finally, Shapley Additive Explanations (SHAP), Local Interpretable Model-Agnostic Explanations (LIME) were employed to provide a reasonable interpretation for the prediction results. RESULTS: A total of 3280, 2798, and 1668 SIC patients were screened from MIMIC-III, MIMIC-IV, and eICU-CRD databases, respectively. Seventeen features were selected to construct ML prediction models. XGBoost had the best performance in predicting the 28-day mortality of SIC patients, with AUC of 0.828, 0.913 and 0.923, the AUPRC of 0.807, 0.796 and 0.921, the accuracy of 0.785, 0.885 and 0.891, the F scores were 0.63, 0.69 and 0.70 in MIMIC-III (internal validation set), MIMIC-IV, and eICU-CRD databases. The importance ranking and SHAP analyses showed that initial SOFA score, red blood cell distribution width (RDW), and age were the top three critical features in the XGBoost model. CONCLUSIONS: We developed an optimal and explainable ML model to predict the risk of 28-day death of SIC patients 28-day death risk. Compared with conventional scoring systems, the XGBoost model performed better. The model established will have the potential to improve the level of clinical practice for SIC patients.