During an explosive eruption, large volumes of ash and gases are ejected into the atmosphere, forming a volcanic plume which is transported by the wind. The dispersion of volcanic ash in atmosphere represents a threat for aviation safety, whereas the tephra fallout, together with gas emission, may strongly affect population health and damage to environment and infrastructure as well. Volcanic monitoring from space offers now a powerful tool to quantify hazards on both population and air traffic and gain insight into processes and mechanism of violent explosive eruptions. Here we propose a machine learning (ML) algorithm that exploits the Thermal Infrared (TIR) bands of the images acquired by the sensor Spinning Enhanced Visible and InfraRed Imager (SEVIRI), on board Meteosat Second Generation (MSG) geostationary satellite, to identify the components of ash and SO2 gas in a volcanic plume. The detection and assessment of volcanic ash clouds has been performed applying the brightness temperature difference (BTD) approach, between bands at 10.8 μm and 12.0 μm, which highlights the presence of thin volcanic ash, while the algorithm for the SO2 retrieval is based on the contributions given by the bands at 10.8 μm and 8.7 μm. Combining the latter two bands with the 10.8 μm band in the RGB channels, it is possible to create an Ash RGB image, used both day and night for the detection and monitoring of volcanic ash and sulphur dioxide gas. The advantage of the machine learning algorithm is to detect and extract automatically these features from an Ash RGB image. As test cases, we considered the sequence of explosive eruptions occurred at Etna volcano (Italy) in early 2021, which produced very long and high plume columns. Thanks to the high temporal resolution of SEVIRI (one image every 15 minutes), it was possible to visualize and to follow the plumes, from their formation to their complete dispersion in the atmosphere. The comparison of our ML algorithm with the consolidated procedure based on a RGB channels combination in the visible (VIS) spectral range showed a good agreement.