Abstract: Under the background of experience economy, how to improve customer loyalty through customer experience is an important issue that enterprises pay attention to. Based on the planned behavior theory, this paper divides customer experience into five forms: sensory experience, emotional experience, thinking experience, action experience and revelance experience. The double mediating variables of perceived gain and perceived loss are introduced to explore the influence of various experience forms on customer loyalty. Through questionnaire survey, data are collected from smartphone consumers, and various analytical methods such as verification analysis, correlation analysis and regression analysis are used to verify the hypothesis. The results show that customer experience of smartphones has a significant positive impact on customer loyalty, and perceived gain and perceived loss play a part in mediating the relationship between customer experience and customer loyalty. Different forms of customer experience have different degrees of influence on customer loyalty, among which action experience and revelance experience have significant positive influence on customer loyalty, while sensory experience, emotional experience and thinking experience have no significant influence on customer loyalty. Perceived gain plays a complete mediating role between action experience and customer loyalty, and plays a partial mediating role between related experience and customer loyalty, but plays no mediating role between sensory experience, emotional experience, thinking experience and customer loyalty. Perceived loss plays a partial mediating role between action experience and customer loyalty, but plays no mediating role between sensory experience, emotional experience, thinking experience, relational experience and customer loyalty. Some suggestions are then put forward for management practice.