High expression of the anti-apoptotic TNFAIP8 is associated with poor survival of the patients with diffuse large B-cell lymphoma (DLBCL), and one of the functions of TNFAIP8 is to inhibit the pro-apoptosis Caspase-8. We aimed to analyze the immunohistochemical expression of Caspase-8 (active subunit p18; CASP8) in a series of 97 cases of DLBCL from Tokai University Hospital, and to correlate with other Caspase-8 pathway-related markers, including cleaved Caspase-3, cleaved PARP, BCL2, TP53, MDM2, MYC, Ki67, E2F1, CDK6, MYB and LMO2. After digital image quantification, the correlation with several clinicopathological characteristics of the patients showed that high protein expression of Caspase-8 was associated with a favorable overall and progression-free survival (Hazard Risks = 0.3; p = 0.005 and 0.03, respectively). Caspase-8 also positively correlated with cCASP3, MDM2, E2F1, TNFAIP8, BCL2 and Ki67. Next, the Caspase-8 protein expression was modeled using predictive analytics, and a high overall predictive accuracy (>80%) was obtained with CHAID decision tree, Bayesian network, discriminant analysis, C5 tree, logistic regression, and Artificial Intelligence Neural Network methods (both Multilayer perceptron and Radial basis function); the most relevant markers were cCASP3, E2F1, TP53, cPARP, MDM2, BCL2 and TNFAIP8. Finally, the CASP8 gene expression was also successfully modeled in an independent DLBCL series of 414 cases from the Lymphoma/Leukemia Molecular Profiling Project (LLMPP). In conclusion, high protein expression of Caspase-8 is associated with a favorable prognosis of DLBCL. Predictive modeling is a feasible analytic strategy that results in a solution that can be understood (i.e., explainable artificial intelligence, “white-box” algorithms).