PurposeMillennials, a cohort of young consumers, are the primary group of shoppers via e-commerce. This study aims to identify Chinese individual cultural values in millennials and examine the role of perceived shopping (hedonic and utilitarian) values in creating e-loyalty.Design/methodology/approachData were collected from 296 Chinese millennials who use online shopping websites and apps. Confirmatory factor analysis was used to examine the validity and reliability of the methodology. Structural equation modeling was employed to test the proposed hypotheses.FindingsAll hypotheses were supported except one: the respondents rejected the impact of the face value on utilitarianism. The findings confirmed that Chinese individual cultural characteristics (face and Yuan) impact perceived shopping values (hedonic and utilitarian). Furthermore, these shopping values significantly influence e-loyalty.Research limitations/implicationsThe study's findings suggest some implications that academicians and market practitioners should consider. Additional implications for business managers focus on cultural characteristics, strong local teams, market-based approaches and long-term strategies.Originality/valueThe present work highlights the online shopping behavior of Chinese millennials by exploring e-loyalty, considering its two dimensions.