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CO₂ emissions prediction plays a key role in atmospheric environment management and regional sustainable development. Taking the Four Provinces of Mountains and Rivers (Henan, Hebei, Shandong, and Shanxi) in China as an example, the Autoregressive Integrated Moving Average Model (ARIMA) and random forest importance analysis were used to calculate the future trend of the CO₂ emission–influencing factors and obtain the main influencing factors. Based on the above, BP neural network (BPNN), support vector machine (SVR), and random forest (RF) models were used to predict the future apparent CO₂ emissions of the four provinces. The results show that, in general, population, coal consumption, and per capita GDP are the main factors influencing CO₂ emissions. The RF model has the best prediction performance; for instance, RMSE (81.86), R² (0.905), and MAE (64.69). The prediction results show that the total apparent CO₂ emissions of the Four Provinces of Mountains and Rivers will peak in 2028 (with a peak of about 4500 Mt). The apparent CO₂ emissions of Henan, Hebei, and Shandong Province peaked in 2011 (with a peak of about 654 Mt), 2013 (with a peak of about 657 Mt), and 2020 (with a peak of about 1273 Mt), respectively. Shanxi is forecast to reach its peak (with a peak of about 2486 Mt) in 2029. The apparent CO₂ emissions of all provinces showed an obvious downward trend after reaching their peak. Henan, Hebei Shandong, and Shanxi showed a significant downward trend in 2018, 2023, and 2032, respectively.