The problem of sports psychological fatigue has become one of the focal points of common concern among scholars at home and abroad. Athletes will face many problems and challenges in competition or training, and if they are not handled properly, they will have negative experiences, which will affect the training benefits and develop psychological fatigue. Transcranial electrical stimulation (TES), which contains transcranial direct current stimulation, transcranial alternating current stimulation, and transcranial random noise stimulation, is a noninvasive brain stimulation method. By applying specific patterns of low-intensity electrical currents to specific brain regions through electrodes of different sizes, it modulates cortical neural activity and/or excitability and enhances the connections between the brain and nerves and muscles to achieve improved motor performance. TES technology is currently making the transition from laboratory research to applied research in sports science. In this paper, we first describe the neural mechanisms of TES action on the cerebral cortex, including five aspects of body balance, endurance performance, exercise fatigue, muscle strength, and motor learning ability; then, we review the relevant studies on the application of TES in functional connectivity of brain networks and explore the importance of this field for TES to improve athletic performance. This research provides a machine learning-based and transcranial electrical stimulation model for the locomotor psychological fatigue problem in rock climbers since rock climbing is a sport that places great demands on athletes’ psychological quality. The research on the factors influencing the psychological fatigue of climbers and the intervention measures is beneficial to the early diagnosis and the prevention and intervention of it.