Scanner data is a method which used widely in lately years. Scanner data’s advantage is it can provide a large number of data. What’s more, it provides simultaneous and consistent observations on both price and quantity. Electronic transmission of scanner data from point of collection to point of analysis can provide for substantial increases in the timeliness and accuracy of observations. Through compare of the traditional methods of collecting data and scanner data method, this paper analyzes advantages and disadvantages of using scanner data, Introduces how to improve the CPI complication, data in the CPI compiled using scanning, discusses the possibility to use scanner data in Chinese CPI application, and how to use the Scanner data to improve and optimize the consumer price index in China.