Research on solid organ transplantation has taken advantage of the substantial acquisition of medical data and the use of artificial intelligence (AI) and machine learning (ML) to answer diagnostic, prognostic, and therapeutic questions for many years. Nevertheless, despite the question of whether AI models add value to traditional modeling approaches, such as regression models, their “black box” nature is one of the factors that have hindered the translation from research to clinical practice. Several techniques that make such models understandable to humans were developed with the promise of increasing transparency in the support of medical decision-making. These techniques should help AI to close the gap between theory and practice by yielding trust in the model by doctors and patients, allowing model auditing, and facilitating compliance with emergent AI regulations. But is this also happening in the field of kidney transplantation? This review reports the use and explanation of “black box” models to diagnose and predict kidney allograft rejection, delayed graft function, graft failure, and other related outcomes after kidney transplantation. In particular, we emphasize the discussion on the need (or not) to explain ML models for biological discovery and clinical implementation in kidney transplantation. We also discuss promising future research paths for these computational tools.