Only 50% of the patients with Borderline Personality Disorder (BPD) respond to psychotherapies, such as Dialectical Behavioral Therapy (DBT), this might be increased by identifying baseline predictors of clinical change. We use machine learning to detect clinical features that could predict improvement/worsening for severity and impulsivity of BPD after DBT skills training group. To predict illness severity, we analyzed data from 125 patients with BPD divided into 17 DBT psychotherapy groups, and for impulsiveness we analyzed 89 patients distributed into 12 DBT groups. All patients were evaluated at baseline using widely self-report tests; $∼$70% of the sample were randomly selected and two machine learning models (lasso and Random forest [Rf]) were trained using 10-fold cross-validation and compared to predict the post-treatment response. Models’ generalization was assessed in $∼$30% of the remaining sample. Relevant variables for DBT (i.e. the mindfulness ability non-judging'', or non-planning’’ impulsiveness) measured at baseline, were robust predictors of clinical change after six months of weekly DBT sessions. Using 10-fold cross-validation, the Rf model had significantly lower prediction error than lasso for the BPD severity variable, Mean Absolute Error (MAE) lasso - Rf~=~1.55 (95% CI, 0.63–2.48) as well as for impulsivity, MAE lasso - Rf~=~1.97 (95% CI, 0.57–3.35). According to Rf and the permutations method, 34/613 significant predictors for severity and 17/613 for impulsivity were identified. Using machine learning to identify the most important variables before starting DBT could be fundamental for personalized treatment and disease prognosis.