The training for competitive sport event is a complex system. It takes the athlete as center, and integrates coach result, coach method, coach load, fatigue and injury recovery, physiology & biochemical parameter, emotional status, diet nutrition, etc. It is the core issue of sport training how to control the factors related to obtain the best coach result. It is mentioned in this paper that a mathematical model is constructed by theory and method of system engineering, system modeling and optimal control, based on the research results in the fields of sport training, sport physiology, sport biochemical, sport medicine, sport psychology, sport nutrition, sociology and management. The best training result will be obtained by the application of this mathematical model.