This paper aims to describe the joint choice of trip chaining, travel mode, and departure time. First, based on random utility maximization theory, the innovative Cross-Nested Logit model and traditional NL model are formulated respectively. Travel time, travel cost, and factors depicting the individual and family socio-economic characteristics are defined as exogenous variables, and the model choice sets are the combination of trip chaining subset, departure time subset, and travel mode choice subset. Second, using Beijing traffic survey data of 2010, the model parameters are estimated, and the direct and cross elasticity are calculated to analyze the change of alternatives probability brought by factors variation. Estimation results show the Cross-Nested Logit model is more accurate statistically than any kind of NL model. Estimation results show that decision makers will change their departure time in the first place, followed by mode choice, and finally, trip chaining type, when exogenous variables alter. Moreover, elasticity analysis results reveal that car travelers of complex trip chaining are less sensitive to travel time and travel cost than car traveler of simple trip chaining.