Theoretical supply in the big data era refers to delivering scientific theories quickly and effectively to people with the aid of big data information and technology. In the big data era, theoretical supply subjects are of different levels, realistic problems are in an endless stream, supply channels are crisscrossing, supply systems are lack of unity, and these result in a certain degree of realistic dilemma. Based on big data thinking and technology, grasping accurately the information of theoretical demands, striving to create a theoretical supply side and innovating theoretical transmission media system comprehensively are strategic countermeasures to build theoretical supply in the big data era. To realize the effective governance of theoretical supply in the big data era, the keys are to adhere to people-centered management concept, adhere to the strategic choice of governing according to law, and adhere to the principle of organic unity of value management and technical management.