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The formally exact framework of equilibrium Density Functional Theory (DFT) is capable of simultaneously and consistently describing thermodynamic and structural properties of interacting many-body systems in arbitrary external potentials. In practice, however, DFT hinges on approximate (free-)energy functionals from which density profiles (and hence the thermodynamic potential) follow via an Euler–Lagrange equation. Here, we explore a relatively simple Machine-Learning (ML) approach to improve the standard mean-field approximation of the excess Helmholtz free-energy functional of a 3D Lennard-Jones system at a supercritical temperature. The learning set consists of density profiles from grand-canonical Monte Carlo simulations of this system at varying chemical potentials and external potentials in a planar geometry only. Using the DFT formalism, we nevertheless can extract not only very accurate 3D bulk equations of state but also radial distribution functions using the Percus test-particle method. Unfortunately, our ML approach did not provide very reliable Ornstein–Zernike direct correlation functions for small distances.