Since more and more advertisements swarm into radios, it is necessary to establish an audio advertising dataset which could be used to analyze and classify the advertisement. A method of how to establish a complete audio advertising dataset is presented in this paper. The dataset is divided into four different kinds of advertisements. Each advertisement’s sample is given in *.wav file format, and annotated with a txt file which contains its file name, sampling frequency, channel number, broadcasting time and its class. The classifying rationality of the advertisements in this dataset is proved by clustering the different advertisements based on Principal Component Analysis (PCA). The experimental results show that this audio advertisement dataset offers a reliable set of samples for correlative audio advertisement experimental studies.