In today's era of rapid digital development, short video, as an emerging form of content, has become an important channel for people to obtain information and entertainment, especially in the field of sports. Short video not only provides a new way for the communication of events but also greatly enriches the communication form of sports culture. Under the setting of new media, physical exercise short video has become an vital way of social message dissemination, and with the change of people's fragmentation time, people begin to prefer physical exercise short video to obtain relevant message. In order to make physical exercise short video develop and spread stably in the new media environment, it is necessary to make clear the main skills and noticeable problems of making physical exercise short video in the new media environment, so as to make physical exercise short video production more excellent and promote the good expand of the new media environment. Therefore, the end of this paper is to study the physical exercise short video production based on the setting of big data. In the study Procedure, the algorithm of big data MSA skill is combined to analyze it. This study lays a foundation for the future study of physical exercise short video production.