Background: Some studies have established associations between the prevalence of new-onset asthma and asthma exacerbation and socioeconomic and environmental determinants. However, research remains limited concerning the shape of these associations, the importance of the risk factors, and how these factors vary geographically. Objective: We aimed (1) to examine ecological associations between asthma prevalence and multiple socio-physical determinants in the United States; and (2) to assess geographic variations in their relative importance. Methods: Our study design is cross sectional based on county-level data for 2020 across the United States. We obtained self-reported asthma prevalence data of adults aged 18 years or older for each county. We applied conventional and geographically weighted random forest (GWRF) to investigate the associations between asthma prevalence and socioeconomic (e.g., poverty) and environmental determinants (e.g., air pollution and green space). To enhance the interpretability of the GWRF, we (1) assessed the shape of the associations through partial dependence plots, (2) ranked the determinants according to their global importance scores, and (3) mapped the local variable importance spatially. Results: Of the 3059 counties, the average asthma prevalence was 9.9 (standard deviation ± 0.99). The GWRF outperformed the conventional random forest. We found an indication, for example, that temperature was inversely associated with asthma prevalence, while poverty showed positive associations. The partial dependence plots showed that these associations had a non-linear shape. Ranking the socio-physical environmental factors concerning their global importance showed that smoking prevalence and depression prevalence were most relevant, while green space and limited language were of minor relevance. The local variable importance measures showed striking geographical differences. Conclusion: Our findings strengthen the evidence that socio-physical environments play a role in explaining asthma prevalence, but their relevance seems to vary geographically. The results are vital for implementing future asthma prevention programs that should be tailor-made for specific areas.