In the era of digital economy，consumers have put forward higher requirements for personalized products and instant services which makes the cross-border e-commerce supply chain network obtaining consumer data in real time and feeding back the research and development urgently. Therefore，establishing a digital supply chain and promoting “full chain collaboration” has become a trend of industry development. The report firstly analyzes the concept，characteristics，and collaborative mechanism of “full chain collaboration” in the digital supply chain of cross-border e-commerce. Taking fast fashion cross-border e-commerce enterprise SHEIN as an example，it analyzes its digital practices in consumer insight，design innovation，massive testing，intelligent release，flexible production，efficient logistics，and digital marketing. It supposed that the digital supply chain of “full chain collaboration” is an important foundation for its success. At present，China’s cross-border e-commerce has entered the stage of brand and platform going overseas from product going overseas. The value of digital capabilities and digital supply chains are constantly being released in the e-commerce field. The construction of a “full chain collaboration” digital supply chain will become the development moat of cross-border e-commerce enterprises.