Resting-state electroencephalography (EEG) microstates reflect sub-second, quasi-stable states of brain activity. Several studies have reported alterations of microstate features in patients with schizophrenia (SZ). Based on these findings, it has been suggested that microstates may represent neurophysiological biomarkers for the classification of SZ. To explore this possibility, machine learning approaches can be employed. Bayesian optimization is a machine learning approach that selects the best-fitted machine learning model with tuned hyperparameters from existing models to improve the classification. In this proof-of-concept preliminary study based on secondary analysis, 20 microstate features were extracted from 14 SZ patients and 14 healthy controls’ EEG signals. These parameters were then ranked as predictors based on their importance, and an optimized machine learning approach was applied to evaluate the performance of the classification. SZ patients had altered microstate features compared to healthy controls. Furthermore, Bayesian optimization outperformed conventional multivariate analyses and showed the highest accuracy (90.93%), AUC (0.90), sensitivity (91.37%), and specificity (90.48%), with reliable results using just six microstate predictors. Altogether, in this proof-of-concept study, we showed that machine learning with Bayesian optimization can be utilized to characterize EEG microstate alterations and contribute to the classification of SZ patients.