An instep weighting training accessory to be releasably fastened around the instep of a shoe having studs or cleats on its sole is provided. The accessory includes a strip, a weight and a layer of padding material. The strip includes an inner layer intended to be in contact the shoe and a sheath to be arranged on the instep of the shoe. The weight is enclosed inside the sheath and the padding material is located between the weight and the inner layer of the strip. In an alternative, an instep weighting training set having a plurality of training accessories is provided.