Amidst policy driving and public demand, the exploration of an inclusive and prudent market supervision system is crucial for promoting the development of the current sports training market. Through a methodological approach of literature and logical analysis, this paper indicates that the conventional bureaucratic supervision and the operational framework of regulatory departments struggle to cater to the evolving needs of the sports training market. The core concept of the regulatory sandbox is defined by inclusiveness and prudence, accentuated by innovation, flexibility, and adaptability. The implementation of the sandbox model in sports training market regulation can facilitate regulatory flexibility, while a multi-stakeholder and collaborative regulatory approach can foster innovation and equilibrium. This can potentially mitigate the regulatory challenges faced by China’s sports training market.