An increasing number of foreign companies want to enter the Chinese market. Online advertising is one of the indispensable means of the company's operation and marketing, and foreign companies poorly understood the online advertising channels in China. Therefore, this study uses the AISAS model to study the preferences of Chinese millennial generation Taobao users for online advertising channels. And research through three dimensions are gender, city level and different product categories. Specifically, this research through online questionnaires and finally collected 150 samples, it was found that Chinese millennial generation Taobao users favored the promotion of WeChat public accounts, followed by Pre-movie adverts. Further, the study confirms that consumers do have preferences for online advertising choices and that they will change as they are placed on different e-commerce platforms. Based on the previous study's interpretation of preferences, the preferences are defined as five exact post behaviors to better evaluate consumers' choices for online advertising. Moreover, through data analysis, it is found that there are differences between male and female online advertising channels among Chinese millennial generation Taobao users. Females prefer online advertising channels that are interactive than males such as live streaming. Males prefer online advertising channels that are dominated by pictures/images for instance mini banners in App and Web. In addition, live streaming has an advantage in the household goods category.