Malaria, caused by Plasmodium parasites, is a major global health challenge. Whole genome sequencing (WGS) of Plasmodium falciparum and Plasmodium vivax genomes is providing insights into parasite genetic diversity, transmission patterns, and can inform decision making for clinical and surveillance purposes. Advances in sequencing technologies are helping to generate timely and big genomic datasets, with the prospect of applying Artificial Intelligence analytical techniques (e.g., machine learning) to support programmatic malaria control and elimination. Here, we assess the potential of applying deep learning convolutional neural network approaches to predict the geographic origin of infections (continents, countries, GPS locations) using WGS data of P. falciparum (n = 5957; 27 countries) and P. vivax (n = 659; 13 countries) isolates. Using identified high-quality genome-wide single nucleotide polymorphisms (SNPs) (P. falciparum: 750 k, P. vivax: 588 k), an analysis of population structure and ancestry revealed clustering at the country-level. When predicting locations for both species, classification (compared to regression) methods had the lowest distance errors, and > 90% accuracy at a country level. Our work demonstrates the utility of machine learning approaches for geo-classification of malaria parasites. With timelier WGS data generation across more malaria-affected regions, the performance of machine learning approaches for geo-classification will improve, thereby supporting disease control activities.