This study aims to examine the direct and indirect effects of perceived shopping convenience, e-service quality, and perceived risk on loyalty in an online shopping context. The study compares Turkey and China that have different market characteristics. Perceived online shopping convenience and perceived risk were measured as multi-dimensional constructs. Multi-group path analysis indicated that the indirect effect of perceived online shopping convenience dimensions on loyalty through e-service quality differs across Turkish and Chinese samples. The dimensions of perceived risk have insignificant effects on e-loyalty. The results also showed how the negative impact of e-service quality on perceived risk dimensions varies across countries. In general, the study showed a cross-cultural variation in the evaluation of online shopping convenience, risk, and service quality.