The gut microbiota plays a vital role in human health, and significant effort has been made to predict human phenotypes, especially diseases, with the microbiota as a promising indicator or predictor with machine learning (ML) methods. However, the accuracy is impacted by a lot of factors when predicting host phenotypes with the metagenomic data, e.g. small sample size, class imbalance, high-dimensional features, etc. To address these challenges, we propose MicroHDF, an interpretable deep learning framework to predict host phenotypes, where a cascade layers of deep forest units is designed for handling sample class imbalance and high dimensional features. The experimental results show that the performance of MicroHDF is competitive with that of existing state-of-the-art methods on 13 publicly available datasets of six different diseases. In particular, it performs best with the area under the receiver operating characteristic curve of 0.9182 ± 0.0098 and 0.9469 ± 0.0076 for inflammatory bowel disease (IBD) and liver cirrhosis, respectively. Our MicroHDF also shows better performance and robustness in cross-study validation. Furthermore, MicroHDF is applied to two high-risk diseases, IBD and autism spectrum disorder, as case studies to identify potential biomarkers. In conclusion, our method provides an effective and reliable prediction of the host phenotype and discovers informative features with biological insights.