Abstract: Since the 1980s, more researches have been carried out to study the spatio-temporal choices of individuals' shopping behavior, which is one of the most important topics in behavioural geography. However, these researches only considered shopping spatial choice or temporal choice separately, while ignoring their relationship or interaction. This paper puts forword a research framework which studies the shopping spatial choice and temporal choice at the same time. First of all, according to the shopping distance it defines spatial choice as three options, such as near, middle or far. Similarly, according to the shopping time it also defines temporal choice as three options, like morning, afternoon or evening. Then, multiplying the spatial choice and temporal choice it will get nine spatio-temporal options of individuals' shopping behavior. Based on an activity-travel daily survey conducted in Beijing in 2007, this paper takes multinomial logit model to analyze the influencing factors of spatio-temporal choice of individuals'shopping behavior, while it also explores their differences between weekday and weekend. The model results show that, first,the shopping spatio-temporal choice on weekend is dominantly influenced by very few factors significantly. That is to say, among some factors which influence shopping spatio-temporal choice significantly, the shopping duration is the most dominated factor. And with the increase of shopping duration, the probability of shopping in a shorter distance decreases. On the contrary, the probability that residents go shopping far away from their home increases.The main reason may be that on weekend residents are free of work to some extent, thus, they can select the shopping time and destination more freely. Besides, they tend to go shopping in a long distance and in the daytime. Second,the shopping spatio-temporal choice on weeday, however, can be concluded to a more complicated pattern. On weekday, many factors influence shopping spatio-temporal choice significantly, which indicate that individuals' shopping behavior is restricted a lot. And shopping spatio-temporal choices are apparently different between various groups and neighborhoods. In addition, with the comparison of that on weekend, it can be found that the influence of shopping duration is not that significant on weekday, on the contrary, the influences of shopping purpose and tour numbers become very significant. It is mainly because that on weekday people are constrained by some survival activities, such as work or study. Therefore, people can not choose shopping time and destination as freely as on weekend, and they tend to go shopping in a short distance and in a short time.