This study presents an innovative approach to the application of large language models (LLMs) in clinical decision-making, focusing on OpenAI's ChatGPT. Our approach introduces the use of contextual prompts-strategically designed to include task description, feature description, and crucially, integration of domain knowledge-for high-quality binary classification tasks even in data-scarce scenarios. The novelty of our work lies in the utilization of domain knowledge, obtained from high-performing interpretable ML models, and its seamless incorporation into prompt design. By viewing these ML models as medical experts, we extract key insights on feature importance to aid in decision-making processes. This interplay of domain knowledge and AI holds significant promise in creating a more insightful diagnostic tool. Additionally, our research explores the dynamics of zero-shot and few-shot prompt learning based on LLMs. By comparing the performance of OpenAI's ChatGPT with traditional supervised ML models in different data conditions, we aim to provide insights into the effectiveness of prompt engineering strategies under varied data availability. In essence, this paper bridges the gap between AI and healthcare, proposing a novel methodology for LLMs application in clinical decision support systems. It highlights the transformative potential of effective prompt design, domain knowledge integration, and flexible learning approaches in enhancing automated decision-making.