The present invention provides techniques for learning Mahalanobis distance similarity metrics from data for individually fair machine learning models. In one aspect, a method for learning a fair Mahalanobis distance similarity metric includes: obtaining data with similarity annotations; selecting, based on the data obtained, a model for learning a Mahalanobis covariance matrix Σ; and learning the Mahalanobis covariance matrix Σ from the data using the model selected, wherein the Mahalanobis covariance matrix Σ fully defines the fair Mahalanobis distance similarity metric.