Real-time collection of athletes’ abnormal training data can improve the training effect of athletes. This paper studies the real-time collection method of athletes’ abnormal training data based on machine learning. The main motivation of this paper is to collect the athletes’ abnormal training data in time, which can help to evaluate and improve the training effect. Four sensor nodes are arranged in the upper and lower limbs of athletes to collect the angular velocity, acceleration, and magnetic field strength data of athletes in training state. The data are sent to the data transmission base station through wireless sensors, and the data transmission base station transmits the data to the data processing terminal. The data processing terminal calculates the difference between the sample values of each sensor to obtain the data dispersion of each sensor. The features of each dimension data in a time domain and frequency domain are obtained by using the dispersion degree to construct 32-dimensional feature vectors, and the extracted feature vectors are input into the hidden Markov model. The forward algorithm is used to obtain the probability of the final observation sequence, so as to realize the final collection of athletes’ abnormal training data. The experimental results show that the accuracy and recall rate of the abnormal data collected by this method is higher than 98%, which requires less time.