Cross border E-commerce is a new mode. It has been developing and gradually integrated into people's daily life. Due to the rise of Cross-border E-commerce, it derived a series of corresponding industrial chains. Every item in the industrial chain is interdependent with Cross-border E-commerce. The E-commerce logistics mode in China (Fujian) Pilot Free Trade Zone is the main problem at present. Only when the goods are transported out and sent in can the whole trade be completed, which can drive economic development of whole region. This research mainly studies China (Fujian) Pilot Free Trade Zone as an example, on basis of logistics chain, from micro level, studies the current popular Cross-border E-commerce logistics mode, how each link is carried out and discusses each mode, finds some problems existing in the current logistics mode and then puts forward some reasonable countermeasures.