Background: Traditional real-world studies comparing SGLT2 and DPP4 inhibitors on renal outcomes rely on propensity score matching, which causes high-dimensional data loss. We used causal machine learning (Causal ML) to unmask heterogeneous treatment effects in diabetic kidney disease (DKD). Methods: Using data from 4,588 patients within the Japanese J-CKD-DB-Ex registry, we implemented a doubly robust (DR) learning framework (Linear DR-learner with XGBoost) to compare SGLT2 and DPP4 inhibitors. Outcomes included the chronic eGFR slope and a composite renal endpoint ([≥] 50% eGFR decline or end-stage kidney disease). Heterogeneity was explored via causal SHAP and decision trees. Results: At the population level, SGLT2 inhibitors modestly slowed chronic eGFR decline (average treatment effect [ATE] = 0.14 [95% CI: -0.86, 1.15] mL/min/1.73m^2/year) and reduced composite endpoint risk by 9% (ATE: -0.09 [-0.11, -0.08]) versus DPP4 inhibitors. However, individual-level counterfactual analysis suggested that for the chronic eGFR slope, non-glinide users with stable pre-treatment trajectories who were also taking ACE inhibitors had a greater benefit from SGLT2 inhibitors (ATE: 2.95 [-0.68, 6.58]). Conversely, glinide users with steep pre-treatment decline had a greater benefit from DPP4 inhibitors (ATE: -8.98 [-16.11, -1.85]). For composite renal events, SGLT2 inhibitors had a 28% absolute risk reduction within the algorithmically identified high-risk subgroup (eGFR [≤] 28.1 mL/min/1.73 m^2 and positive proteinuria; ATE: -0.28 [-0.33, -0.23]). Even non-proteinuric decliners demonstrated a 8% risk reduction with SGLT2 inhibitors (ATE: -0.08 [-0.10, -0.06]). Conclusion: Causal ML advances precision medicine in DKD, shifting from uniform prescribing to individualized, data-driven therapy targeting distinct intrarenal pathways.