Numerous machine learning models are viewed as an important means for evaluating the built environment (BE) features and travel behavior. However, most of them ignore the interaction effects of the BE and geographic locations. To strengthen their spatial interpretability, the study combines the random forest and GeoShapley method to scrutinize the nonlinear and spatial interaction effects of the BE features on ride-hailing demand using multi-source data from Nanjing, China. The results indicate that the land use mixture, the interaction between the distance to city center and geographic locations, and geographic locations are the most essential factors influencing ride-hailing demand. All BE features exhibit nonlinear effects on ride-hailing demand. Moreover, Among the BE features, distance to city center, land use mixture, and distance to metro stop demonstrate significant interaction effects with geographic locations. The findings indicate the necessity of incorporating geospatial analysis into the relationships and offer implications for implementing location-specific strategies.