The large amount of features recorded from GPS and inertial sensors (external load) and well-being questionnaires (internal load) can be used together in a multi-dimensional non-linear machine learning based model for a better prediction of non-contact injuries. In this study we put forward the main hypothesis that the use of such models would be able to inform better about injury risks by considering the evolution of both internal and external loads over two horizons (one week and one month). Predictive models were trained with data collected by both GPS and subjective questionnaires and injury data from 40 elite male soccer players over one season. Various classification machine-learning algorithms that performed best on external and internal loads features were compared using standard performance metrics such as accuracy, precision, recall and the area under the receiver operator characteristic curve. In particular, tree-based algorithms based on non-linear models with an important interpretation aspect were privileged as they can help to understand internal and external load features impact on injury risk. For 1-week injury prediction, internal load features data were more accurate than external load features while for 1-month injury prediction, the best performances of classifiers were reached by combining internal and external load features.