Analysing the data generated by the daily operations of enterprises through data mining technology can effectively predict customer loyalty and help enterprise leaders make correct decisions. Therefore, this paper classifies and analyses churn and loyalty of e-commerce customers, and by combining the application foundation of data mining technology in e-commerce customer loyalty prediction, a prediction model of e-commerce customer loyalty based on data mining is constructed. In this model, the local abnormal factor algorithm is used to eliminate the data for cleaning, the XGBoost algorithm is improved by adding penalty coefficient, and the prediction effect of the model is evaluated and compared according to the values of Accuracy, Precision, Recall and F. The results show that the model has high accuracy in predicting customer loyalty, which can accurately extract attributes of users and characteristic information of commodities.