In recent years, sports have achieved rapid development worldwide, and the global economy has been significantly improved and improved. With the in-depth development of the two, the connection between sports and the economy has also become closer. Sports economy is a new type of economic form bred by specialization of sports organization, participation in consumerization, and profit-oriented operation under the condition of market economy. And the development of sports economy cannot be developed at once; it needs healthy and sustainable development. In order to find a better way to study the healthy and sustainable development of sports economy, this paper uses deep learning network algorithm and supports vector machine learning algorithm to build a mental model. It then uses the model to analyze various indicators of the sports industry in a province in China. This article is looking for information and summarizes the province’s sports data from 2017 to 2021. The sports indicators of this experiment include regional GDP, total output of sports industry, sports practitioners, local financial sports expenditures, the number of policies, the number of people participating in physical exercise, and fitness venues and facilities. The realization results show that these variables develop at a relatively small rate under normal conditions, and then predict the data in the next few years under the healthy and sustainable development of the next few years through the mental model. The growth rates of various indicators of the sports economy have increased significantly, and they have been optimized by about 20% compared with the normal development.