In this paper, a steganographic algorithm in MPEG compressed video stream was proposed. In each GOP, the control information for to facilitate data extraction was embedded in I frame, in P frames and B frames, the actually transmitted data were repeatedly embedded in motion vectors of macro-blocks that have larger moving speed, for to resist video processing. Data extraction was also performed in compressed video stream without requiring original video. On a GOP by GOP basis, control information in I frame should be extracted firstly, then the embedded data in P and B frames can be extracted based on the control information. Experimental results show that the proposed algorithm has the characteristics of little degrading the visual effect, larger embedding capacity and resisting video processing such as frame adding or frame dropping.