The modern pentathlon has five events: horse riding, fencing, shooting, swimming and running.
The athletes must be good in all areas to have a chance to win.
The athletes are called pentathletes.
All the events take place back-to-back in one day.
Baron Pierre de Courbetin invented the modern pentathlon. He was the man who started the modern Olympic Games in 1896.
The Sydney 2000 Games will have the first Olympic modern pentathlon for women.
