Transformer models have achieved state-of-the-art performance across a wide range of machine learning tasks. There is growing interest in training transformers on resource-constrained edge devices due to considerations such as privacy, domain adaptation, and on-device scientific machine learning. However, the significant computational and memory demands required for transformer training often exceed the capabilities of an edge device. Leveraging low-rank tensor compression, this paper presents the first on-FPGA accelerator for end-to-end transformer training. On the algorithm side, we present a bi-directional contraction flow for tensorized transformer training, significantly reducing the computational FLOPS and intra-layer memory costs compared to existing tensor operations. On the hardware side, we store all highly compressed model parameters and gradient information on chip, creating an on-chip-memory-only framework for each stage in training. This reduces off-chip communication and minimizes latency and energy costs. Additionally, we implement custom computing kernels for each training stage and employ intra-layer parallelism and pipe-lining to further enhance run-time and memory efficiency. Through experiments on transformer models within $36.7$ to $93.5$ MB using FP-32 data formats on the ATIS dataset, our tensorized FPGA accelerator could conduct single-batch end-to-end training on the AMD Alevo U50 FPGA, with a memory budget of less than $6$-MB BRAM and $22.5$-MB URAM. Compared to uncompressed training on the NVIDIA RTX 3090 GPU, our on-FPGA training achieves a memory reduction of $30\times$ to $51\times$. Our FPGA accelerator also achieves up to $3.6\times$ less energy cost per epoch compared with tensor Transformer training on an NVIDIA RTX 3090 GPU.