Background/Objectives: Neovascular age-related macular degeneration (nAMD) is a retinal disorder leading to irreversible central vision loss. The pro-re-nata (PRN) treatment for nAMD involves frequent intravitreal injections of anti-VEGF medications, placing a burden on patients and healthcare systems. Predicting injections needs at each monitoring session could optimize treatment outcomes and reduce unnecessary interventions. Methods: To achieve these aims, machine learning (ML) models were evaluated using different combinations of clinical variables, including retinal thickness and volume, best-corrected visual acuity, and features derived from macular optical coherence tomography (OCT). A “Leave Some Subjects Out” (LSSO) nested cross-validation approach ensured robust evaluation. Moreover, the SHapley Additive exPlanations (SHAP) analysis was employed to quantify the contribution of each feature to model predictions. Results: Results demonstrated that models incorporating both structural and functional features achieved high classification accuracy in predicting injection necessity (AUC = 0.747 ± 0.046, MCC = 0.541 ± 0.073). Moreover, the explainability analysis identified as key predictors both subretinal and intraretinal fluid, alongside central retinal thickness. Conclusions: These findings suggest that session-by-session prediction of injection needs in nAMD patients is feasible, even without processing the entire OCT image. The proposed ML framework has the potential to be integrated into routine clinical workflows, thereby optimizing nAMD therapeutic management.