©　2018　Informa　UK　Limited,　trading　as　Taylor　&　Francis　Group　Various　factors　possibly　impact　on　national　innovative　capacity.　Governments　are　makers　and　implementers　of　national　innovative　policies,　then,　does　its　governance　efficiency　matter　for　the　innovation　of　a　country?　Empirical　evidence　about　the　relationship　between　governance　efficiency　and　national　innovative　capacity　is　still　inadequate.　To　fill　this　research　gap,　the　authors,　based　on　the　application　of　machine　learning　technique,　have　selected　valid　variables,　conduct　analysis　with　different　models　using　the　panel　data　of　117　countries　from　1995　to　2015.　The　results　of　different　models　show　that　governance　efficiency　has　a　significant　and　positive　impact　with　stability　and　reliability　on　innovation.　In　addition,　the　authors　divide　the　117　countries　into　different　regions　in　accordance　with　economic　development　and　geographic　proximity,　found　that　governance　efficiencies　of　different　regions　have　a　heterogeneous　but　positive　impact　on　national　innovative　capacity.　Finally,　potential　policy　implications　are　discussed.