The COVID-19 pandemic, which first spread to the People of Republic of China and then to other countries in a short time, affected the whole world by infecting millions of people and have been increasing its impact day by day. Hundreds of researchers in many countries are in search of a solution to end up this pandemic. This study aims to contribute to the literature by performing detailed analyses via a new three-staged framework constructed based on data envelopment analysis and machine learning algorithms to assess the performances of 142 countries against the COVID-19 outbreak. Particularly, clustering analyses were made using k-means and hierarchic clustering methods. Subsequently, efficiency analysis of countries were performed by a novel model, the weighted stochastic imprecise data envelopment analysis. Finally, parameters were analyzed with decision tree and random forest algorithms. Results have been analyzed in detail, and the classification of countries are determined by providing the most influential parameters. The analysis showed that the optimum number of clusters for 142 countries is three. In addition, while 20 countries out of 142 countries were fully effective, 36% of them were found to be effective at a rate of 90%. Finally, it has been observed that the data such as GDP, smoking rates, and the rate of diabetes patients do not affect the effectiveness level of the countries.