Exercise teaching is an important part of the teaching of analytic geometry. The effect of exercise teaching is related to the ability of students to absorb and apply the knowledge. Thus it is very necessary to study it meticulously. This paper proposes some ideas on how to conduct exercise teaching of analytic geometry from four aspects, including pertinence and representativeness of the choice of exercises, the principle of simplification and more practice, the principle of typicality and the principle of openness.