We focus on the study of conversational recommendation in the context of multi-type dialogs, where the bots can proactively and naturally lead a conversation from a nonrecommendation dialog (e.g., QA) to a recommendation dialog, taking into account user's interests and feedback. To facilitate the study of this task, we create a human-to-human Chinese dialog dataset DuRecDial (about 10k dialogs, 156k utterances), which contains multiple sequential dialogs for every pair of a recommendation seeker (user) and a recommender (bot). In each dialog, the recommender proactively leads a multi-type dialog to approach recommendation targets and then makes multiple recommendations with rich interaction behavior. This dataset allows us to systematically investigate different parts of the overall problem, e.g., how to naturally lead a dialog, how to interact with users for recommendation. Finally we establish baseline results on DuRecDial for future studies. 1 * This work was done at Baidu.