A new theory of gravity called Eddington-inspired Born-Infeld (EiBI) gravity was recently proposed by Ba\~{n}ados and Ferreira. This theory leads to some exciting new features, such as free of cosmological singularities. In this paper, we first obtain a charged EiBI black hole solution with a nonvanishing cosmological constant when the electromagnetic field is included in. Then based on it, we study the strong gravitational lensing by the asymptotic flat charged EiBI black hole. The strong deflection limit coefficients and observables are shown to closely depend on the additional coupling parameter $\kappa$ in the EiBI gravity. It is found that, compared with the corresponding charged black hole in general relativity, the positive coupling parameter $\kappa$ will shrink the black hole horizon and photon sphere. Moreover, the coupling parameter will decrease the angular position and relative magnitudes of the relativistic images, while increase the angular separation, which may shine new light on testing such gravity theory in near future by the astronomical instruments.
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