This study aimed to identify the predictive capacity of wellness questionnaires on measures of training load using machine learning methods. The distributions of, and dose–response between, wellness and other load measures were also examined, offering insights into response patterns. Data (n= 14,109) were collated from an athlete management systems platform (Catapult Sports, Melbourne, Australia) and were split across three sports (cricket, rugby league and football) with data analysis conducted in R (Version 3.4.3). Wellness (sleep quality, readiness to train, general muscular soreness, fatigue, stress, mood, recovery rating and motivation) as the dependent variable, and sRPE, sRPE-TL and markers of external load (total distance and m.min−1) as independent variables were included for analysis. Classification and regression tree models showed high cross-validated error rates across all sports (i.e., > 0.89) and low model accuracy (i.e., < 5% of variance explained by each model) with similar results demonstrated using random forest models. These results suggest wellness items have limited predictive capacity in relation to internal and external load measures. This result was consistent despite varying statistical approaches (regression, classification and random forest models) and transformation of wellness scores. These findings indicate practitioners should exercise caution when interpreting and applying wellness responses.