Lilies (Lilium spp.) are famous bulb flowers worldwide, with high ornamental value. Aphid damage has seriously constrained the development of the lily industry. In this study, the aphid resistance of 16 lily cultivars and 2 wild lily species was characterized in the field and greenhouse. Leaf color parameters, stomatal density and size, thickness of leaf layers, leaf waxy content, and leaf water content were determined to explore the constitutive resistance of lilies. The results show that there was a significant positive correlation between the number of aphids in the field and in the greenhouse (p ≤ 0.05, r = 0.47). This indicated that the level of aphid infestation in both the field and the greenhouse is generally consistent across different types of lily plants. Among these 18 lilies, ‘Palazzo’, ‘Nymph’, ‘Cameleon’ and L. lancifolium were resistant to A. gossypii, while ‘Black Beauty’ and ‘Magnefique’ had poor resistance. The correlation analysis results showed that the number of aphids was negatively correlated with leaf abaxial surface a*, stomatal size, water content, and thickness of leaf palisade tissue and positively correlated with leaf distal axial surface b*, C*, and waxy content. Among them, the correlation between the number of aphids and the thickness of leaf palisade tissue reached a significant level (p ≤ 0.05, r = −0.521). This indicated that the thickness of the palisade tissue of lily leaves might be an important factor influencing the proliferation of aphids. This study not only screened out aphid-resistant lilies but also established a crucial research foundation for the targeted breeding and molecular breeding of lilies with aphid resistance.