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
Becky Watts' uncle speaks exclusively to ITV News following the arrest of two people on suspicion of her alleged kidnap and murder.
The killer serving life for the murder of Jo Yeates has been sentenced to a further 10 months after admitting possessing child abuse images.
Meet the twins from Gloucester who've had to produce their birth certificates to friends in order to prove that they are in fact related.