Due to the vital role of empathy in promoting prosocial behaviors and nurturing social bonds, there is a growing interest in cultivating empathy. Yet, the effectiveness of existing training methods on empathy, especially on different dimensions of empathy (i.e., affective, cognitive, motivational, and behavioral empathy), varies tremendously, and the underlying causes for this heterogeneity remain insufficiently explored. To address this issue, we categorized various training methods into three distinct approaches based on the premise that empathy can be influenced by factors associated with the subject, the object, and their relationship. Respectively, these are Subject-Oriented, Object-Oriented, and Socially Oriented approaches. To examine the effects of training and sustainability of these approaches on different dimensions of empathy, we conducted a meta-analysis encompassing 110 eligible studies with 32, 44, 39, 39, and 91 samples for affective, cognitive, motivational, behavioral, and composite empathy, respectively. Results showed that trainings produced small and unsustainable effects on affective empathy, moderate and unsustainable effects on cognitive empathy, small and sustainable effects on motivational empathy, and moderate and sustainable effects on behavioral empathy. The effects of training on composite empathy were robust but decreased over time. Among the three training approaches, Socially Oriented approaches were the most effective in improving all dimensions of empathy. Subject-Oriented and Object-Oriented approaches were effective only in improving cognitive and composite empathy. Altogether, our study offers practical guidance for selecting appropriate training approaches and proposes theoretical principles for developing optimal training strategies in both basic research and clinical applications.