SiO2 nanoparticles loaded with air-entraining agents were prepared with four different anionic air-entraining agents as the templating agent. The introduction of (3-aminopropyl) triethoxysilane during the hydrolysis of silicon sources can attract more anionic air-entraining agents to SiO2 through electrostatic interaction. The feasibility of preparation method for loading various anionic air-entraining agents was verified. Meanwhile, the influences of structure of air-entraining agents on structure and application of products were investigated. The results show that all SiO2 composite materials loaded with air-entraining agents present a release of air-entraining agents in solution and improve the bubble stability in mortars. The addition of SiO2 composite materials to cement mortar results in a low loss of air content within 2 h, also optimizing the air-void parameters of hardened mortars. The volume of surfactant molecules and micelles significantly affects the particle size and the load of surfactants in products, which in turn influences the air content of SiO2 composite materials in solutions and the enhancement of bubble stability in mortars.