With the widespread use of Internet big data, all walks of life are developing rapidly, among which the sports industry has also encountered new development opportunities and challenges. Based on the background of big data era, this paper studies the financial risk control of sports industry in the era of big data. This paper will first give readers a specific introduction to what is big data and let them know the main characteristics of the era of big data; then, it will analyze and further discuss the potential financial risks in the sports industry; finally, it will study the development of sports industry and how to control financial risks in the era of big data. In the analysis, this paper through the investigation of the development trend of the fitness industry, shows that there are risks in the fitness industry, and this risk is fatal to the fitness industry. Then, based on the background of big data, this paper puts forward corresponding suggestions on the risk control of the fitness industry, hoping that this study can provide certain reference for the healthy development of the fitness industry.