Over a million species face extinction, urging the need for conservation policies that maximize the protection of biodiversity to sustain its manifold contributions to people. Here we present a novel framework for spatial conservation prioritization based on reinforcement learning that consistently outperforms available state-of-the-art software using simulated and empirical data. Our methodology, CAPTAIN (Conservation Area Prioritization Through Artificial INtelligence), quantifies the trade-off between the costs and benefits of area and biodiversity protection, allowing the exploration of multiple biodiversity metrics. Under a limited budget, our model protects substantially more species from extinction than areas selected randomly or naively (such as based on species richness). CAPTAIN achieves substantially better solutions with empirical data than alternative software, meeting conservation targets more reliably and generating more interpretable prioritization maps. Regular biodiversity monitoring, even with a degree of inaccuracy characteristic of citizen science surveys, substantially improves biodiversity outcomes. Artificial intelligence holds great promise for improving the conservation and sustainable use of biological and ecosystem values in a rapidly changing and resourcelimited world.