The exercises in South Africa aim to make sure the force is ready by January to respond to crises across the continent.
The force will be made up of five brigades from Africa's economic blocs.
It is being set up to avoid reliance on the outside world in peacekeeping across the continent.
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The logistical base for the African Standby Force (ASF) will be in Douala in Cameroon following a deal signed last week.
The training begins at the South African Army Combat Training Centre in Lohatla with an opening ceremony on Monday.
On Tuesday, 5,000 officers from the military and police officer will be in the field where the ASF will have to intervene in a fictitious country.
The operation, which continues until 5 November, is intended help evaluate how ready the force is to respond to crises and monitor peacekeeping missions.
The exercise was meant to be carried out in Lesotho in 2014 but was delayed because of security issues in the country.
One of the reasons the ASF was established was so African countries did not need to rely on countries outside Africa for conflict resolution.
But BBC Monitoring's Africa security correspondent Tomi Oladipo says the AU will have to ask donors for money as it said in May that it needs $1bn (Â£700m) to make the force operational.
There are also challenges relating to poor co-ordination and the lack of political will among member states, he says.
The African Union (AU) has become much more willing to intervene in countries over the 15 years, Hallelujah Lulie, an Ethiopian-based researcher for the Institute of Security Studies, told the BBC's Newsday Programme.
Once the force was set up, it would be able go into an AU member country uninvited in cases of genocide, crimes against humanity or war crimes, he said.
Members of the African Union's new 25,000-strong multinational standby force are gathering to begin field training for the first time.