A better understanding of how sports injuries occur in order to improve their prevention is needed for medical, economic, scientific and sports success reasons. This narrative review aims to explain the mechanisms that underlie the occurrence of sports injuries, and an innovative approach for their prevention on the basis of complex dynamic systems approach. First, we explain the multilevel organisation of living systems and how function of the musculoskeletal system may be impaired. Second, we use both, a constraints approach and a connectivity hypothesis to explain why and how the susceptibility to sports injuries may suddenly increase. Constraints acting at multiple levels and timescales replace the static and linear concept of risk factors, and the connectivity hypothesis brings an understanding of how the accumulation of microinjuries creates a macroscopic non-linear effect, that is, how a common motor action may trigger a severe injury. Finally, a recap of practical examples and challenges for the future illustrates how the complex dynamic systems standpoint, changing the way of thinking about sports injuries, offers innovative ideas for improving sports injury prevention.