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Supervised fine-tuning (SFT) enables large language models to align with training data for better performance in many aspects. Nevertheless, the gap between the distribution of current datasets from human annotations or model generations and the real-world data distribution heavily limits the capacities and potentials of models. As a result, we propose a new SFT technique, ATLANTIS, to bridge the gap. We adopt importance sampling to estimate the optimal data distribution in the real world from existing training datasets because the former is hard to sample from. Furthermore, we introduce an extra small model and reference model to estimate the sampling ratio through the probability gap between them. We evaluate our method with benchmarks in knowledge & understanding and preference aspects. The experiment results prove that ATLANTIS can bring consistent and significant improvements to models’ performance. What’s more, our method can be flexibly transferred among models with different structures. Our analyses demonstrate that our method is well-compatible with other SFT techniques to further enhance models’ capacities and has great potential to be combined with existing training frameworks.