Fly Eddie Fly! is currently being rehearsed at the Everyman Theatre in Cheltenham.
Eddie, who famously came last in the Calgary Olympic ski jumping event, won ITVs Splash! last weekend with a near perfect dive.
He says it's strange seeing an actor playing him on stage.
The play was written by Cheltenham author Miranda Walker, who says Eddie is an "inspirational person with a great attitude."
Fly Eddie Fly! will be at the everyman studio theatre from 19th - 23rd February.
More top news
Gloucester have won the European Challenge Cup Final. The Cherry and Whites beat Edinburgh 19-13 at the Twickenham Stoop.
Two men from Bristol have been sentenced to eight years each for blowing up cash machines at two banks in Wales and stealing over £80,000.
The pair pleaded guilty to their part in the burglary of two banks in which explosives were used.