*Result*: An interpretable spatially weighted machine learning approach for revealing spatial nonstationarity impacts of the built environment on air pollution.

*• A novel GeoML model is proposed for spatial nonstationarity analysis. • GeoML (R²=0.74) outperforms OLS, RF, GWR, and GWRF in terms of prediction accuracy. • Spatial effects enhance most variables but reduce the impacts of some features. • Microscale evidence increases pollution governance and urban planning precision. With urbanization acceleration, air pollution has become increasingly severe, and the built environment plays a crucial role in pollutant dispersion and accumulation. In this study, the central urban area of Nanjing is analysed in a case study, focusing on the plot scale to systematically explore spatial heterogeneity and nonlinear interactive mechanisms of built environment impacts. To accurately capture the complex spatial nonstationarity effects of the built environment on air pollution, a geographically weighted machine learning (GeoML) approach driven by an adjacency-based spatial mechanism integrated with the SHapley Additive exPlanations (SHAP) framework for interpretability is established. The findings reveal that the GeoML model outperforms other models (the ordinary least squares (OLS), random forest (RF), geographically weighted regression (GWR), and geographically weighted random forest (GWRF) models), with an R² value of 0.74, effectively capturing spatial heterogeneity and nonlinearity. Further analysis reveals significant variations in the impact of spatial weighting on the contributions of different feature variables: the explanatory power of most variables increases with the inclusion of spatial effects, whereas the contributions of variables such as population density, road network density, and parcel compactness are reduced. The SHAP framework is employed to provide interpretable analysis of the patterns in the impacts of various feature variables on air pollution. This study emphasizes the importance of spatial effects at the microscale plot level in understanding the mechanisms of air pollution and highlights their importance for developing urban environmental policies, thus promoting the transformation of air pollution control towards spatially refined management. [ABSTRACT FROM AUTHOR]*