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Supervised machine learning (ML) offers an exciting suite of algorithms that could benefit research in sport science. In principle, supervised ML approaches were designed for pure prediction, as opposed to explanation, leading to a rise in powerful, but opaque, algorithms. Recently, two subdomains of ML-explainable ML, which allows us to "peek into the black box," and interpretable ML, which encourages using algorithms that are inherently interpretable-have grown in popularity. The increased transparency of these powerful ML algorithms may provide considerable support for the hypothetico-deductive framework, in which hypotheses are generated from prior beliefs and theory, and are assessed against data collected specifically to test that hypothesis. However, this paper shows why ML algorithms are fundamentally different from statistical methods, even when using explainable or interpretable approaches. Translating potential insights from supervised ML algorithms, while in many cases seemingly straightforward, can have unanticipated challenges. While supervised ML cannot be used to replace statistical methods, we propose ways in which the sport sciences community can take advantage of supervised ML in the hypothetico-deductive framework. In this manuscript we argue that supervised machine learning can and should augment our exploratory investigations in sport science, but that leveraging potential insights from supervised ML algorithms should be undertaken with caution. We justify our position through a careful examination of supervised machine learning, and provide a useful analogy to help elucidate our findings. Three case studies are provided to demonstrate how supervised machine learning can be integrated into exploratory analysis. Supervised machine learning should be integrated into the scientific workflow with requisite caution. The approaches described in this paper provide ways to safely leverage the strengths of machine learning-like the flexibility ML algorithms can provide for fitting complex patterns-while avoiding potential pitfalls-at best, like wasted effort and money, and at worst, like misguided clinical recommendations-that may arise when trying to integrate findings from ML algorithms into domain knowledge. KEY POINTS: Some supervised machine learning algorithms and statistical models are used to solve the same problem, y = f(x) + ε, but differ fundamentally in motivation and approach. The hypothetico-deductive framework-in which hypotheses are generated from prior beliefs and theory, and are assessed against data collected specifically to test that hypothesis-is one of the core frameworks comprising the scientific method. In the hypothetico-deductive framework, supervised machine learning can be used in an exploratory capacity. However, it cannot replace the use of statistical methods, even as explainable and interpretable machine learning methods become increasingly popular. Improper use of supervised machine learning in the hypothetico-deductive framework is tantamount to p-value hacking in statistical methods., Competing Interests: Declarations Ethics approval and consent to participate Not Applicable. Consent for publication Not Applicable. Competing interests Jordan Rodu, Alexandra F. Dejong Lempke, Natalie Kupperman, and Jay Hertel all declare that they have no conflicts of interest pertinent to this manuscript., (© 2024. The Author(s).)