Background: Inflammation of unknown origin (IUO) represents a persistent clinical challenge, often requiring extensive diagnostic efforts despite nonspecific inflammatory findings such as elevated C-reactive protein (CRP) and erythrocyte sedimentation rate (ESR). The complexity and heterogeneity of its etiologies—including infections, malignancies, and rheumatologic diseases—make timely and accurate diagnosis essential to avoid unnecessary interventions or treatment delays. Objective: This study aimed to evaluate the potential of machine learning (ML)-based models in distinguishing the major etiologic subgroups of IUO and to explore their value as clinical decision support tools. Methods: We retrospectively analyzed 300 IUO patients hospitalized between January 2023 and December 2024. Four binary one-vs-rest Linear Discriminant Analysis (LDA) models were first developed to independently classify infection, malignancy, rheumatologic disease, and undiagnosed cases using clinical and laboratory parameters. In addition, a multiclass LDA framework was constructed to simultaneously differentiate all four diagnostic groups. Each model was evaluated across 10 independent runs using standard performance metrics, including accuracy, sensitivity, specificity, precision, F1 score, and negative predictive value (NPV). Results: The malignancy model achieved the highest performance, with an accuracy of 91.7% and specificity of 0.96. The infection model demonstrated high specificity (0.88) and NPV (0.86), supporting its role in ruling out infection despite lower sensitivity (0.71). The rheumatologic model showed high sensitivity (0.81) but lower specificity (0.73), reflecting the clinical heterogeneity of autoimmune conditions. The undiagnosed model achieved very high accuracy (96.7%) and specificity (0.98) but limited precision and recall (0.50 each). The multiclass LDA framework reached an overall accuracy of 73.3% (mean 66%) with robust specificity (0.90) and NPV (0.89). Conclusions: ML-based LDA models demonstrated strong potential to support the diagnostic evaluation of IUO. While malignancy and infection could be predicted with high accuracy, rheumatologic diseases required integration of additional serological and clinical data. These models should be viewed not as stand-alone diagnostic tools but as complementary decision-support systems. Prospective multicenter studies are warranted to externally validate and refine these approaches for broader clinical application.