(1) Background: Previous studies have compared research into ski jumping in different motor processes, but there is a lack of comparative analysis of the biomechanical research methods used to investigate different ski jumping sports. (2) Content: Our study compared the advantages and disadvantages of six research methods and proposes future research directions. Motion video collection and analysis show that controlling angular momentum and achieving stable flight attitude in the take-off process are the most critical factors in ski jumping performance. Most research on force platforms focuses on dynamic performance at the time of take-off, but there are few training sites with an embedded force platform, and so, more empirical research is required. Wearable inertial measurement units, including gyroscopes and accelerometers, can be used to determine a series of forces, calculate the joint angle, and speculate the position of the centroid during motion. Surface EMG studies are primarily used to compare the activity characteristics of the lower limb muscles in the actual field of the jump, the exercise simulation, and the lack of complete training process data. Wind tunnel measurement can satisfy fluid mechanics simulation experiments and provide theoretical support for optimizing special ski jumping technology. Based on the theory of computational fluid dynamics, the optimal drag reduction posture data of ski jumpers can be derived using computer simulations. (3) Conclusions: Due to the wide range of ski jumping sports, the present research focused on the kinematics and dynamics of different movement stages, lacking the study of the complete exercise training process. The range of wearable inertial measurement and sensor equipment can cover the whole process of ski jumping, including kinematics and dynamics data, and is a feasible and reliable test method for monitoring ski jump training in natural environments. The simultaneous testing of surface electromyography, kinematics, and dynamics requires further exploration. (4) Future direction of development: Under computational fluid dynamics, wearable inertial measurement units and global navigation satellite systems (GNSSs), intelligent wind tunnel experimental training areas will become essential tools for ski jumping research.