Background: Sepsis-Associated Acute Kidney Injury (SA-AKI) leads to high mortality in intensive care. This study develops machine learning models using the Medical Information Mart for Intensive Care IV (MIMIC-IV) database to predict Intensive Care Unit (ICU) mortality in SA-AKI patients. External validation is conducted using the eICU Collaborative Research Database. Methods: For 9,474 identified SA-AKI patients in MIMIC-IV, key features like lab results, vital signs, and comorbidities were selected using Variance Inflation Factor (VIF), Recursive Feature Elimination (RFE), and expert input, narrowing to 24 predictive variables. An Extreme Gradient Boosting (XGBoost) model was built for in-hospital mortality prediction, with hyperparameters optimized using GridSearch. Model interpretability was enhanced with SHapley Additive exPlanations (SHAP) and Local Interpretable Model-agnostic Explanations (LIME). External validation was conducted using the eICU database. Results: The proposed XGBoost model achieved an internal Area Under the Receiver Operating Characteristic curve (AUROC) of 0.878 (95% Confidence Interval: 0.859-0.897). SHAP identified Sequential Organ Failure Assessment (SOFA), serum lactate, and respiratory rate as key mortality predictors. LIME highlighted serum lactate, Acute Physiology and Chronic Health Evaluation II (APACHE II) score, total urine output, and serum calcium as critical features. Conclusions: The integration of advanced techniques with the XGBoost algorithm yielded a highly accurate and interpretable model for predicting SA-AKI mortality across diverse populations. It supports early identification of high-risk patients, enhancing clinical decision-making in intensive care. Future work needs to focus on enhancing adaptability, versatility, and real-world applications.