Quantum machine learning, which involves running machine learning algorithms on quantum devices, may be one of the most significant flagship applications for these devices. Unlike its classical counterparts, the role of data in quantum machine learning has not been fully understood. In this work, we quantify the performances of quantum machine learning in the landscape of quantum data. Provided that the encoding of quantum data is sufficiently random, the performance, we find that the training efficiency and generalization capabilities in quantum machine learning will be exponentially suppressed with the increase in the number of qubits, which we call "the curse of random quantum data". Our findings apply to both the quantum kernel method and the large-width limit of quantum neural networks. Conversely, we highlight that through meticulous design of quantum datasets, it is possible to avoid these curses, thereby achieving efficient convergence and robust generalization. Our conclusions are corroborated by extensive numerical simulations.