Based on the data collected from consumer online activities, behavioral targeting advertising creates new business space by delivering tailored advertising messages. While enjoying the benefits supported by behavioral targeting, consumers have to face privacy concerns. In terms of handling the problem of privacy risks in behavioral advertising, western countries try to make the balance between protecting consumer online privacy and encouraging innovation in online economy. Among the main regulative measures such as legislation, administrative supervision and self-regulation, industry self-regulation is of great significance. China’s online advertising has similar situation with other countries. In the process of formulating rules against the invasion of consumer online privacy, foreign experiences can be an important reference.