Maintaining retention in care (RIC) for people living with HIV (PLWH) helps achieve viral suppression and reduce onward transmission. This study aims to identify the best machine learning model that predicts the RIC transition over time. Extracting from the enhanced HIV/AIDS reporting system, this study included 9765 PLWH from 2005 to 2020 in South Carolina. Transition of RIC was defined as the change of RIC status in each two-year time window. We applied seven classifiers, such as Random Forest, Support Vector Machine, eXtreme Gradient Boosting and Long-short-term memory, for each lagged response to predict the subsequent year's RIC transition. Classification performance was assessed using balanced prediction accuracy, the area under the curve (AUC), recall, precision and F1 scores. The proportion of the four categories of RIC transition was 13.59%, 29.78%, 9.06% and 47.57%, respectively. Support Vector Machine was the best approach for every lag model based on both the F1 score (0.713, 0.717 and 0.719) and AUC (0.920, 0.925 and 0.928). The findings could facilitate the risk augment of PLWH who are prone to follow-up so that clinicians and policymakers could come up with more specific strategies and relocate resources for intervention to keep them sustained in HIV care.