SummaryPrecise estimation of the shear strength of concrete‐filled steel tubes (CFSTs) is a crucial requirement for the design of these members. The existing design codes and empirical equations are inconsistent in predicting the shear strength of these members. This paper provides a data‐driven approach for the shear strength estimation of circular CFSTs. For this purpose, the authors evaluated and compared the performance of nine machine learning (ML) methods, namely linear regression, decision tree (DT), k‐nearest neighbors (KNN), support vector regression (SVR), random forest (RF), bagging regression (BR), adaptive boosting (AdaBoost), gradient boosting regression tree (GBRT), and extreme gradient boosting (XGBoost) in estimating the shear strength of CFSTs on an experimental database compiled from the results of 230 shear tests on CFSTs in the literature. For each model, hyperparameter tuning was performed by conducting a grid search in combination with k‐fold cross‐validation (CV). Comparing the nine methods in terms of several performance measures showed that the XGBoost model was the most accurate in predicting the shear strength of CFSTs. This model also showed superior accuracy in predicting the shear strength of CFSTs when compared to the formulas provided in design codes and the existing empirical equations. The Shapley Additive exPlanations (SHAP) technique was also used to interpret the results of the XGBoost model. Using SHAP, the features with the greatest impact on the shear strength of CFSTs were found to be the cross‐sectional area of the steel tube, the axial load ratio, and the shear span ratio, in that order.