We consider learning the dynamics of a typical nonholonomic system -- the rolling penny. A nonholonomic system is a system subject to nonholonomic constraints. Unlike holonomic constraints, a nonholonomic constraint does not define a submanifold on the configuration space. Therefore, the inverse problem of finding the constraints has to involve the tangent space. This paper discuss how to learn the dynamics, as well as the constraints for such a system given the data set of discrete trajectories on the tangent bundle $TQ$.