The Guangdong-Hong Kong-Macau Bay Area has the foundational conditions to become an international first-class bay area and a world-class urban agglomeration. The world sees it as a Chinese national strategy and the new impetus of China’s economy. As a member of the urban agglomeration of the Bay Area，the Macau Special Administrative Region，like other cities，is actively building a smart city and harnessing big data for urban governance. Based on an analysis of the current situation of the construction of a smart city and the use of big data on urban governance in the Bay Area，this article explores the problems and development direction of Macau’s construction of a smart city and proposes several feasible approaches to participate in the application of big data in this aspect.