Aims. A substantial fraction of patients undergoing knee arthroplasty (KA) or hip arthroplasty (HA) do not achieve an improvement as high as the minimal clinically important difference (MCID), i.e. do not achieve a meaningful improvement. Using three patient-reported outcome measures (PROMs), our aim was: 1) to assess machine learning (ML), the simple pre-surgery PROM score, and logistic-regression (LR)-derived performance in their prediction of whether patients undergoing HA or KA achieve an improvement as high or higher than a calculated MCID; and 2) to test whether ML is able to outperform LR or pre-surgery PROM scores in predictive performance. Methods. MCIDs were derived using the change difference method in a sample of 1,843 HA and 1,546 KA patients. An artificial neural network, a gradient boosting machine, least absolute shrinkage and selection operator (LASSO) regression, ridge regression, elastic net, random forest, LR, and pre-surgery PROM scores were applied to predict MCID for the following PROMs: EuroQol five-dimension, five-level questionnaire (EQ-5D-5L), EQ visual analogue scale (EQ-VAS), Hip disability and Osteoarthritis Outcome Score-Physical Function Short-form (HOOS-PS), and Knee injury and Osteoarthritis Outcome Score-Physical Function Short-form (KOOS-PS). Results. Predictive performance of the best models per outcome ranged from 0.71 for HOOS-PS to 0.84 for EQ-VAS (HA sample). ML statistically significantly outperformed LR and pre-surgery PROM scores in two out of six cases. Conclusion. MCIDs can be predicted with reasonable performance. ML was able to outperform traditional methods, although only in a minority of cases. Cite this article: Bone Joint Res 2023;12(9):512–521