This study verified the relationship between internal load (IL) and external load (EL) and their association on injury risk (IR) prediction considering machine learning (ML) approaches. Studies were included if: (1) participants were male professional soccer players; (2) carried out for at least 2 sessions, exercises, or competitions; (3) correlated training load (TL) with non-contact injuries; (4) applied ML approaches to predict TL and non-contact injuries. TL included: IL indicators (Rating of Perceived Exertion, RPE; Session-RPE, Heart Rate, HR) and EL indicators (Global Positioning System, GPS variables); the relationship between EL and IL through index, ratio, formula; ML indicators included performance measures, predictive performance of ML methods, measure of feature importance, relevant predictors, outcome variable, predictor variable, data pre-processing, features selection, ML methods. Twenty-five studies were included. Eleven addressed the relationship between EL and IL. Five used EL/IL indexes. Five studies predicted IL indicators. Three studies investigated the association between EL and IL with IR. One study predicted IR using ML. Significant positive correlations were found between S-RPE and total distance (TD) (r = 0.73; 95% CI (0.64 to 0.82)) as well as between S-RPE and player load (PL) (r = 0.76; 95% CI (0.68 to 0.84)). Association between IL and EL and their relationship with injuries were found. RPE, S-RPE, and HR were associated with different EL indicators. A positive relationship between EL and IL indicators and IR was also observed. Moreover, new indexes or ratios (integrating EL and IL) to improve knowledge regarding TL and fitness status were also applied. ML can predict IL indicators (HR and RPE), and IR. The present systematic review was registered in PROSPERO (CRD42021245312).