A gas turbine trip is an unplanned shutdown, of which the most relevant consequences are business interruption and a reduction of equipment remaining useful life. Thus, understanding the underlying causes of gas turbine trip would allow predicting its occurrence in order to maximize gas turbine profitability and improve its availability. In the ever competitive Oil & Gas sector, data mining and machine learning are increasingly being employed to support a deeper insight and improved operation of gas turbines. Among the various machine learning tools, random forests are an ensemble learning method consisting of an aggregation of decision tree classifiers. This paper presents a novel methodology aimed at exploiting information embedded in the data and develops random forest models, aimed at predicting gas turbine trip based on information gathered during a timeframe of historical data acquired from multiple sensors. The novel approach exploits time series segmentation to increase the amount of training data, thus reducing overfitting. First, data are transformed according to a feature engineering methodology developed in a separate work by the same authors. Then, Random Forest models are trained and tested on unseen observations to demonstrate the benefits of the novel approach. The superiority of the novel approach is proved by considering two real-word case studies, involving field data taken during three years of operation of two fleets of gas turbines located in different regions. The novel methodology allows values of precision, recall and accuracy in the range 75–85%, thus demonstrating the industrial feasibility of the predictive methodology.