Understanding the key factors shaping environmental hazard exposures and their associated environmental injustice issues is vital for formulating equitable policy measures. Traditional perspectives on environmental injustice have primarily focused on the socioeconomic dimensions, often overlooking the influence of heterogeneous urban characteristics. This limited view may obstruct a comprehensive understanding of the complex nature of environmental justice and its relationship with urban design features. To address this gap, this study creates an interpretable machine learning model to examine the effects of various urban features and their non-linear interactions to the exposure disparities of three primary hazards: air pollution, urban heat, and flooding. The analysis trains and tests models with data from six metropolitan counties in the United States using Random Forest and XGBoost. The performance is used to measure the extent to which variations of urban features shape disparities in environmental hazard levels. In addition, the analysis of feature importance reveals features related to social-demographic characteristics as the most prominent urban features that shape hazard extent. Features related to infrastructure distribution and land cover are relatively important for urban heat and air pollution exposure respectively. Moreover, we evaluate the models' transferability across different regions and hazards. The results highlight limited transferability, underscoring the intricate differences among hazards and regions and the way in which urban features shape hazard exposures. The insights gleaned from this study offer fresh perspectives on the relationship among urban features and their interplay with environmental hazard exposure disparities, informing the development of more integrated urban design policies to enhance social equity and environmental injustice issues.