Accurate and immediate diagnosis of malaria is important for medication of the infectious disease. Conventional methods for diagnosing malaria are time consuming and rely on the skill of experts. Therefore, an automatic and simple diagnostic modality is essential for healthcare in developing countries that lack the expertise of trained microscopists. In the present study, a new automatic sensing method using digital in-line holographic microscopy (DIHM) combined with machine learning algorithms was proposed to sensitively detect unstained malaria-infected red blood cells (iRBCs). To identify the RBC characteristics, 13 descriptors were extracted from segmented holograms of individual RBCs. Among the 13 descriptors, 10 features were highly statistically different between healthy RBCs (hRBCs) and iRBCs. Six machine learning algorithms were applied to effectively combine the dominant features and to greatly improve the diagnostic capacity of the present method. Among the classification models trained by the 6 tested algorithms, the model trained by the support vector machine (SVM) showed the best accuracy in separating hRBCs and iRBCs for training (n = 280, 96.78%) and testing sets (n = 120, 97.50%). This DIHM-based artificial intelligence methodology is simple and does not require blood staining. Thus, it will be beneficial and valuable in the diagnosis of malaria.