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Objectives Polymyxin-induced nephrotoxicity (PIN) is a major safety concern and challenge in clinical practice, which limits the clinical use of polymyxins. This study aims to investigate the risk factors and to develop a scoring tool for the early prediction of PIN. Methods Data on critically ill patients who received intravenous polymyxin B or colistin sulfate for over 24 h were collected. Logistic regression with the least absolute shrinkage and selection operator (LASSO) was used to identify variables that are associated with outcomes. The eXtreme Gradient Boosting (XGB) classifier algorithm was used to further visualize factors with significant differences. A prediction model for PIN was developed through binary logistic regression analysis and the model was assessed by temporal validation and external validation. Finally, a risk-scoring system was developed based on the prediction model. Results Of 508 patients, 161 (31.6%) patients developed PIN. Polymyxin type, loading dose, septic shock, concomitant vasopressors and baseline blood urea nitrogen (BUN) level were identified as significant predictors of PIN. All validation exhibited great discrimination, with the AUC of 0.742 (95% CI: 0.696–0.787) for internal validation, of 0.708 (95% CI: 0.605–0.810) for temporal validation and of 0.874 (95% CI: 0.759–0.989) for external validation, respectively. A simple risk-scoring tool was developed with a total risk score ranging from −3 to 4, corresponding to a risk of PIN from 0.79% to 81.24%. Conclusions This study established a prediction model for PIN. Before using polymyxins, the simple risk-scoring tool can effectively identify patients at risk of developing PIN within a range of 7% to 65%. [ABSTRACT FROM AUTHOR]