Minimum variance distortionless response (MVDR) beamformer is an adaptive beamforming technique that provides a method for separating the desired signal from interfering signals. Unfortunately, the MVDR beamformer may have unacceptably low nulling level and high sidelobes, which may lead to significant performance degradation in the case of unexpected interfering signals such as the rapidly moving jammer environments. Via support vector machine regression (SVR), a novel beamforming algorithm (named as SVR-CMT algorithm) is presented for controlling the sidelobes and the nullling level. In the proposed method, firstly, the covariance matrix is tapered based on Mailloux covariance matrix taper (CMT) procedure to broaden the width of nulls for interference signals. Secondly, the equality constraints are modified into inequality constraints to control the sidelobe level. By the ε-insensitive loss function for the sidelobe controller, the modified beamforming optimization problem is formulated as a standard SVR problem so that the weight vector can be obtained effectively. Compared with the previous works, the proposed SVR-CMT method provides better beamforming performance. For instance, (1) it can effectively control the sidelobe and nullling level, (2) it can improve the output signal-to-interference-and-noise ratio (SINR) performance even if the direction-of-arrival (DOA) errors exist. Simulation results demonstrate the efficiency of the presented approach.