As one of the most common and important financial derivatives, options are the core tools of risk management, and how to price options is naturally an important issue. In this paper, the pricing of European barrier options for discrete time scenarios under the model of Wishart multidimensional stochastic volatility is discussed. Using some stochastic analysis techniques and mathematical induction, such as the semi-martingale It\^o formula, multidimensional federated characteristic functions, Girsanov theorem and Fourier inverse transform technique are to derive the pricing formula for the European discrete barrier call option. And derive the discrete fast Fourier transform (FFT) method to implement the pricing formula for the option. Finally, numerical examples are given, and the variation of the implicit volatility curve of options under different volatility parameters is also analyzed by this numerical examples, the results show that the diffusion factor has a significant impact on the price of options.