This study systematically investigated differences in volatile flavor profiles among fermented green plum wines by integrating gas chromatography–mass spectrometry (GC–MS), sensory evaluation, and odor activity value (OAV) analysis with machine learning and SHapley Additive exPlanations (SHAP) based feature interpretation. The primary objective was to evaluate the applicability of machine learning algorithms for flavor profiling of green plum wine. The results indicated that floral and fruity aromas were predominant in samples NG9, YM7, and YM9. Most green plum wines contained high levels of esters, with ethyl benzoate (up to 4820.53 μg/L), ethyl octanoate (up to 2640.83 μg/L), and benzenecarbaldehyde (up to 3432.96 μg/L) being the major contributors. Among the six classification algorithms compared, fuzzy c-means clustering provided the most distinct clustering structure, identifying three distinct flavor categories. Six machine learning models were subsequently established, of which the decision tree (DT) model exhibited the highest performance, with an accuracy of 95.13%. SHAP analysis further revealed that ethyl octanoate, benzyl ethanoate, and 2-phenylethyl ethanoate exerted the greatest influence on model predictions. Overall, these findings highlight the effectiveness of machine learning as a robust tool for the classification and interpretation of flavor characteristics in fermented fruit wines, with broad applicability in flavor science.