Today, predictive analytics applications became an urgent desire in higher educational institutions. Predictive analytics used advanced analytics that encompasses machine learning implementation to derive high-quality performance and meaningful information for all education levels. Mostly know that student grade is one of the key performance indicators that can help educators monitor their academic performance. During the past decade, researchers have proposed many variants of machine learning techniques in student grade prediction. However, there is a lack of studies in identifying the effective predictive model, especially in addressing imbalanced multi-classification for student grade prediction. Therefore, this paper presents a comprehensive analysis of machine learning techniques to predict the final student grades in the first semester courses by providing better prediction accuracy. Two modules will be highlighted in this paper. First, we compare the accuracy performance of five well-known machine learning techniques, namely Decision Tree (J48), Support Vector Machine (SVM), Naïve Bayes (N.B.), K-Nearest Neighbor (kNN), and Logistic Regression (L.R.), to our real dataset. Second, we proposed a multi-class prediction model for an imbalanced multi-class dataset using two types of data-level solutions to improve the prediction accuracy performance. The obtained results indicate that the proposed Synthetic Minority Oversampling Technique (SMOTE) and wrapper-based feature selection (F.S.) integrates with kNN shows significant improvement with the highest accuracy of 99.6%. In contrast, all F.S. algorithms perform 99.4% robust performance when working with SVM independently. These findings indicate that the proposed model generally discovers various F.S. algorithms and SMOTE in addressing imbalanced multi-classification, which will help the researcher to improve the performance for student grade prediction.