Machine learning refers to a series of processes in which a computer finds rules from a vast amount of data. With recent advances in computer technology and the availability of a wide variety of health data, machine learning has rapidly developed and been applied in medical research. Currently, there are three types of machine learning: supervised, unsupervised, and reinforcement learning. In medical research, supervised learning is commonly used for diagnoses and prognoses, while unsupervised learning is used for phenotyping a disease, and reinforcement learning for maximizing favorable results, such as optimization of total patients’ waiting time in the emergency department. The present article focuses on the concept and application of supervised learning in medicine, the most commonly used machine learning approach in medicine, and provides a brief explanation of four algorithms widely used for prediction (random forests, gradient-boosted decision tree, support vector machine, and neural network). Among these algorithms, the neural network has further developed into deep learning algorithms to solve more complex tasks. Along with simple classification problems, deep learning is commonly used to process medical imaging, such as retinal fundus photographs for diabetic retinopathy diagnosis. Although machine learning can bring new insights into medicine by processing a vast amount of data that are often beyond human capacity, algorithms can also fail when domain knowledge is neglected. The combination of algorithms and human cognitive ability is a key to the successful application of machine learning in medicine.