Military training is physically arduous and associated with high injury incidence. Unlike in high-performance sport, the interaction between training load and injury has not been extensively researched in military personnel. Sixty-three (43 men, 20 women; age 24 ± 2 years; stature 1.76 ± 0.09 m; body mass 79.1 ± 10.8 kg) British Army Officer Cadets undergoing 44 weeks of training at the Royal Military Academy Sandhurst volunteered to participate. Weekly training load (cumulative 7-day moderate-vigorous physical activity [MVPA], vigorous PA [VPA] and the ratio between MVPA and sedentary-light PA [SLPA; MVPA:SLPA]) was monitored using a wrist-worn accelerometer (GENEActiv, UK). Self-report injury data were collected and combined with musculoskeletal injuries recorded at the Academy medical centre. Training loads were divided into quartiles with the lowest load group used as the reference to enable comparisons using Odds Ratios (OR) and 95% confidence intervals (95% CI). Overall injury incidence was 60% with the most common injury sites being the ankle (22%) and knee (18%). High (load; OR; 95% CI [>2327 mins; 3.44; 1.80–6.56]) weekly cumulative MVPA exposure significantly increased odds of injury. Similarly, likelihood of injury significantly increased when exposed to low-moderate (0.42–0.47; 2.45 [1.19–5.04]), high-moderate (0.48–0.51;2.48 [1.21–5.10]) and high MVPA:SLPA loads (>0.51; 3.60 [1.80–7.21]). High MVPA, and high-moderate MVPA:SLPA increased odds of injury by ~2.0–3.5 fold, suggesting that the ratio of workload to recovery is important for mitigating injury occurrence.