This research explores the opportunities and challenges of implementing Artificial Intelligence (AI) in credit evaluation systems in Latin America, with a specific focus on Uruguay. The study addresses the gap between the transformative potential of AI technologies and their limited practical adoption in credit scoring. The paper proposes an integral methodological framework for AI-based credit scoring models, integrating predictive effectiveness, algorithmic transparency, and ethical considerations. The findings conclude that AI has the potential to strengthen financial inclusion, increase predictive accuracy, and promote more equitable relationships between financial institutions and users, but success depends on strategic implementation tailored to Uruguay’s regulatory and social context.