Machine learning is increasingly being utilised across various domains of nutrition research due to its ability to analyse complex data, especially as large datasets become more readily available. However, at times, this enthusiasm has led to the adoption of machine learning techniques prior to a proper understanding of how they should be applied, leading to non-robust study designs and results of questionable validity. To ensure that research standards do not suffer, key machine learning concepts must be understood by the research community. The aim of this review is to facilitate a better understanding of machine learning in research by outlining good practices and common pitfalls in each of the steps in the machine learning process. Key themes include the importance of generating high-quality data, employing robust validation techniques, quantifying the stability of results, accurately interpreting machine learning outputs, adequately describing methodologies, and ensuring transparency when reporting findings. Achieving this aim will facilitate the implementation of robust machine learning methodologies, which will reduce false findings and make research more reliable, as well as enable researchers to critically evaluate and better interpret the findings of others using machine learning in their work.