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Satellite retrieved soil moisture (SM) shows great potential in hydrological, meteorological, ecological, and agricultural applications, while the coarse resolution limits its utilization in regional scale. The regression tree‐based machine learning algorithms reveal promising capability in SM downscaling. However, it lacks systematic study dedicated to intercomparisons of algorithms to explicitly illuminate their characteristics. In this study, comparisons are made to systematically evaluate performances of classification and regression tree (CART), random forest (RF), gradient boost decision tree (GBDT), and extreme gradient boost (XGB) in Soil Moisture Active Passive (SMAP) SM downscaling in southwest France. The results show that the four algorithms downscaled SM are capable of capturing spatial distribution features of the original SMAP SM. The downscaled regions with favorable accuracy are mostly situated in the dominant Mediterranean climate zone with moderate vegetation coverage and mild topography variation. The best results are obtained by GBDT in grassland with R value of 0.77 and ubRMSE value of 0.04 m3/m3. The RF and XGB also achieve good performances. On the whole, the GBDT approach is robust and reliable, which could downscale SM with superior correlation and smaller bias than the others. Besides, it achieves higher accuracy than the original SMAP in grassland and shrubland. The feature importance index of each explainable variable fluctuates regularly among different seasons and models. This study proves the outstanding performance of GBDT in SMAP SM downscaling and is expected to act as a valuable reference for studies focusing on SM scale conversion algorithms. Key Points: Four regression tree‐driven methods are evaluated for the downscaling performance of satellite retrieved soil moistureThe best result is obtained by gradient boost decision tree in grassland with R value of 0.77 and ubRMSE value of 0.04 m3/m3The accurately downscaled regions are situated in dominant Mediterranean climate zone with moderate vegetation coverage and mild topography [ABSTRACT FROM AUTHOR]