Your XML sitemap is a signal to search engines that these are the most important pages on your site and you'd like them indexed. Thus, you don't want to introduce confusion into the process by including outdated URL's, which may get indexed instead of your intended ones. (Plus, crawlers don't like being made to work harder than they have to.)
You'll have to find those redirected URL's and swap the old URL's out for the new ones in the sitemap. No URL in your sitemap should send the crawlers to a different page.
The problem URL's can be as obvious as an outdated URL or as seemingly innocuous (but they're actually harmful) as the lack of a trailing "s" in http or a "www" where there isn't one.
In addition to Google Search Console or Bing Webmaster Tools, you can use software like Moz or a Chrome add-on like Check My Links to find these redirects. If your site is small enough, you can also manually eyeball your sitemap, paying attention to small differences. (And in some cases, you may need to flush your server cache or even rebuild your sitemap before resubmitting.)