As traditional advertising methods become less effective, there is a growing demand for engaging, immersive experiences that foster deeper emotional connections with brands. Leveraging big data analytics provides valuable insights into consumer behavior, enabling targeted campaigns that enhance engagement and brand loyalty. The sports advertising landscape is rapidly evolving due to technological advancements. Traditional advertising methods are becoming less effective as consumers seek more engaging and personalized experiences. Therefore, based on big data and VR technology, this paper studies the innovation of interactive advertising mode. The research shows that the average percentage of people who occasionally contact or participate in some interactive advertisements is about 42.39%. In comparison, the average percentage of people who frequently contact or participate in some interactive advertisements is about 23.38%. The average percentage of daily and almost no interactive advertisements is about 8.22% and 19.72% respectively. It can be clearly seen that the occasional and frequent proportion is higher. The interaction based on big data and VR technology promotes the rationalization of advertising industry structure, and the innovation of advertising technology triggered by big data promotes the elevation of advertising industry structure.