This study aimed to determine the feasibility of the development of an over-the-counter (OTC) screening model using machine learning for breast cancer screening in the Asian women population. Data were retrospectively collected from women who came to the Hospital Universiti Sains Malaysia, Malaysia. Five screening models were developed based on machine learning methods; random forest, artificial neural network (ANN), support vector machine (SVM), elastic-net logistic regression and extreme gradient boosting (XGBoost). Features used for the development of the screening models were limited to information from the patients’ registration form. The model performance was assessed across the dense and non-dense groups. SVM had the best sensitivity while elastic-net logistic regression had the best specificity. In terms of precision, both random forest elastic-net logistic regression had the best performance, while, in terms of PR-AUC, XGBoost had the best performance. Additionally, SVM had a more balanced performance in terms of sensitivity and specificity across the mammographic density groups. The three most important features were age at examination, weight and number of children. In conclusion, OTC models developed from machine learning methods can improve the prognostic process of breast cancer in Asian women.