This review focuses on the usage of machine learning methods in sports. It closely follows the PRISMA framework for writing systematic reviews. We introduce the broader field of using sensor data for feedback in sport and cite similar reviews, that focus on other aspects of the field. With its focus on machine learning models that use signals from simple sensors, this review covers a very focused area that has not yet been covered by any other review. As described in problem definition, we use well-defined inclusion criteria, we have reviewed 72 papers. They present existing solutions, that use machine learning to extract useful information from data collected using various sensors in sports. To be included, papers had to use machine learning methods using data collected from sensors during sports, had to focus on sports-related applications and the result of machine learning had to be some information that can be used in real-time. We have found that the field is rapidly developing as 46 of the 72 included papers were from the last four years. Furthermore, we have found that the field is moving from using classical machine learning techniques to using deep learning. We analyze which data is used as input for machine learning, and we find that the most commonly used sensor is the accelerometer, closely followed by the gyroscope. The most common sensor platform is using a single wearable sensor, however, the studies that used deep learning, use multiple wearable sensors most often. Dataset sizes of sports papers are relatively small compared to other fields, but datasets are on average slightly larger in studies that use deep learning than in those that do not. We analyze the most common preprocessing methods and find that low-pass filtering and feature extraction are commonly used. We compare different machine learning models and the results of the studies that have tested multiple models on the same data, where we find that deep learning proved to be better than classical machine learning. Most studies show classification accuracy of over 90%, showing that machine learning is a useful tool for the researched problems. We end the review by researching how far the machine learning methods were implemented. Twenty of the included papers used their machine learning models in applications beyond a research paper and provided some sort of feedback back to athletes or coaches. After completing the review of the field, we propose a solution – a plan for future research. The proposed solution is to use a combination of best practices from the included paper and methods that we found are not yet implemented in the field of sports. We further elaborate, where we see the current state of the field. We conclude the article with short summary of the findings.