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
Despite the rumours, Somerset's Jenson Button announced he's staying in Formula 1. We take a look back at how he became World Champion.
The wife of a high-ranking Army officer has called on the Ministry of Defence to ban an anti-malaria drug linked to mental health problems.
It was hyped up as one of the biggest shopping days of the year - but many people stayed away from city centres, going online instead.