We explore the black-box adversarial attack on video recognition models. Attacks are only performed on selected key regions and key frames to reduce the high computation cost of searching adversarial perturbations on a video due to its high dimensionality. To select key frames, one way is to use heuristic algorithms to evaluate the importance of each frame and choose the essential ones. However, it is time inefficient on sorting and searching. In order to speed up the attack process, we propose a reinforcement learning based frame selection strategy. Specifically, the agent explores the difference between the original class and the target class of videos to make selection decisions. It receives rewards from threat models which indicate the quality of the decisions. Besides, we also use saliency detection to select key regions and only estimate the sign of gradient instead of the gradient itself in zeroth order optimization to further boost the attack process. We can use the trained model directly in the untargeted attack or with little fine-tune in the targeted attack, which saves computation time. A range of empirical results on real datasets demonstrate the effectiveness and efficiency of the proposed method.