With the coming of Big Data Era, More and more e-commerce enterprises pay attention to the budget management which is a great help and reliability of business decision. On the basis of that it is urgent for domestic e-commerce enterprises to face the tide of data, this text starts with the effects and challenges that are brought by the tide of data and the problems of traditional budget management, it compares the domestic and foreign well-know e-commerce enterprises from the points of broadwise and lengthwith to prove the importance of the development of e-commerce enterprises. Secondly, it achieves the theoretical innovation by raising Fugitive Budget Theory which based on combining the link with data analysis. At the same time, e-commerce enterprises should enhance the informatization of budget management and set up the budget management model from the points of Value Chain Model, Activity-Based Budget and Balanced Score Card. The company should also know how to accurate the budget data in advanced technology and train special talents. Finally, it takes the data of JD.COM for example to study analytically. The author wants to assist the e-commerce enterprises in improving the level of management and competitive and realizing strategic objectives by combining Fugitive Budget Theory with the thought of budget management.