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Personal credit scoring is a challenging issue. In recent years, research has shown that machine learning has satisfactory performance in credit scoring. Because of the advantages of feature combination and feature selection, decision trees can match credit data which have high dimension and a complex correlation. Decision trees tend to overfitting yet. eXtreme Gradient Boosting is an advanced gradient enhanced tree that overcomes its shortcomings by integrating tree models. The structure of the model is determined by hyperparameters, which is aimed at the time-consuming and laborious problem of manual tuning, and the optimization method is employed for tuning. As particle swarm optimization describes the particle state and its motion law as continuous real numbers, the hyperparameter applicable to eXtreme Gradient Boosting can find its optimal value in the continuous search space. However, classical particle swarm optimization tends to fall into local optima. To solve this problem, this paper proposes an eXtreme Gradient Boosting credit scoring model that is based on adaptive particle swarm optimization. The swarm split, which is based on the clustering idea and two kinds of learning strategies, is employed to guide the particles to improve the diversity of the subswarms, in order to prevent the algorithm from falling into a local optimum. In the experiment, several traditional machine learning algorithms and popular ensemble learning classifiers, as well as four hyperparameter optimization methods (grid search, random search, tree-structured Parzen estimator, and particle swarm optimization), are considered for comparison. Experiments were performed with four credit datasets and seven KEEL benchmark datasets over five popular evaluation measures: accuracy, error rate (type I error and type II error), Brier score, and F 1 score. Results demonstrate that the proposed model outperforms other models on average. Moreover, adaptive particle swarm optimization performs better than the other hyperparameter optimization strategies.