Online shopping behavior has the characteristics of rich granularity dimension and data sparsity and presents a challenging task in e-commerce. Previous studies on user behavior prediction did not seriously discuss feature selection and ensemble design, which are important to improving the performance of machine learning algorithms. In this paper, we proposed an SE-stacking model based on information fusion and ensemble learning for user purchase behavior prediction. After successfully using the ensemble feature selection method to screen purchase-related factors, we used the stacking algorithm for user purchase behavior prediction. In our efforts to avoid the deviation of the prediction results, we optimized the model by selecting ten different types of models as base learners and modifying the relevant parameters specifically for them. Experiments conducted on a publicly available dataset show that the SE-stacking model can achieve a 98.40% F1 score, approximately 0.09% higher than the optimal base models. The SE-stacking model not only has a good application in the prediction of user purchase behavior but also has practical value when combined with the actual e-commerce scene. At the same time, this model has important significance in academic research and the development of this field.