Data quality affects machine learning (ML) model performances, and data scientists spend considerable amount of time on data cleaning before model training. However, to date, there does not exist a rigorous study on how exactly cleaning affects ML - ML community usually focuses on developing ML algorithms that are robust to some particular noise types of certain distributions, while database (DB) community has been mostly studying the problem of data cleaning alone without considering how data is consumed by downstream ML analytics.We propose a CleanML study that systematically investigates the impact of data cleaning on ML classification tasks. The open-source and extensible CleanML study currently includes 14 real-world datasets with real errors, five common error types, seven different ML models, and multiple cleaning algorithms for each error type (including both commonly used algorithms in practice as well as state-of-the-art solutions in academic literature). We control the randomness in ML experiments using statistical hypothesis testing, and we also control false discovery rate in our experiments using the Benjamini-Yekutieli (BY) procedure. We analyze the results in a systematic way to derive many interesting and nontrivial observations. We also put forward multiple research directions for researchers.