This article investigates the applications of wavelet transforms and machine learning methods in studying turbulent flows. The wavelet-based hierarchical eddy-capturing framework is built upon first principle physical models. Specifically, the coherent vortex simulation method is based on the Taylor hypothesis, which suggests that the energy cascade occurs through vortex stretching. In contrast, the adaptive wavelet collocation method relies on the Richardson hypothesis, where the self-amplification of the strain field and a hierarchical breakdown of large eddies drive the energy cascade. Wavelet transforms are computational learning architectures that propagate the input data across a sequence of linear operators to learn the underlying nonlinearity and coherent structure. Machine learning offers a wealth of data-driven algorithms that can heavily use statistical concepts to extract valuable insights into turbulent flows. Supervised machine learning needs “perfect” turbulent flow data to train data-driven turbulence models. The current advancement of artificial intelligence in turbulence modeling primarily focuses on accelerating turbulent flow simulations by learning the underlying coherence over a low-dimensional manifold. Physics-informed neural networks offer a fertile ground for augmenting first principle physics to automate specific learning tasks, e.g., via wavelet transforms. Besides machine learning, there is room for developing a common computational framework to provide a rich cross-fertilization between learning the data coherence and the first principles of multiscale physics.