Background: Cytokines act by binding to specific receptors in the plasma membrane of target cells. Knowledge of cytokine–receptor interaction (CRI) is very important for understanding the pathogenesis of various human diseases—notably autoimmune, inflammatory and infectious diseases—and identifying potential therapeutic targets. Recently, machine learning algorithms have been used to predict CRIs. “Gold Standard” negative datasets are still lacking and strong biases in negative datasets can significantly affect the training of learning algorithms and their evaluation. To mitigate the unrepresentativeness and bias inherent in the negative sample selection (non-interacting proteins), we propose a clustering-based approach for representative negative sample selection. Results: We used deep autoencoders to investigate the effect of different sampling approaches for non-interacting pairs on the training and the performance of machine learning classifiers. By using the anomaly detection capabilities of deep autoencoders we deduced the effects of different categories of negative samples on the training of learning algorithms. Random sampling for selecting non-interacting pairs results in either over- or under-representation of hard or easy to classify instances. When K-means based sampling of negative datasets is applied to mitigate the inadequacies of random sampling, random forest (RF) together with the combined feature set of atomic composition, physicochemical-2grams and two different representations of evolutionary information performs best. Average model performances based on leave-one-out cross validation (loocv) over ten different negative sample sets that each model was trained with, show that RF models significantly outperform the previous best CRI predictor in terms of accuracy (+ 5.1%), specificity (+ 13%), mcc (+ 0.1) and g-means value (+ 5.1). Evaluations using tenfold cv and training/testing splits confirm the competitive performance. Conclusions: A comparative analysis was performed to assess the effect of three different sampling methods (random, K-means and uniform sampling) on the training of learning algorithms using different evaluation methods. Models trained on K-means sampled datasets generally show a significantly improved performance compared to those trained on random selections—with RF seemingly benefiting most in our particular setting. Our findings on the sampling are highly relevant and apply to many applications of supervised learning approaches in bioinformatics.