Abstract: The connection between small farmers and the ecological agriculture industry chain is an important way to establish an organic connection between small farmers and modern agricultural development, which is significant to the farmer’s prosperity and the development of ecological agriculture. However, the lack of pertinence in existing research restricts the development of related practices. This study aimed to understand the connection preferences of small farmers and the ecological agriculture industry chain and the source of their preference heterogeneity, further providing references for the design of related policies to promote the connetcion of small farmers with the ecological agriculture industry chain. Compared with existing researches, this research had expanded the concepts, research perspectives, and research methods, providing reference and support for small farmers in developing ecological agriculture-related policy design. In this article, based on the willingness of small farmers, we analyzed the related theories. First, we analyzed the organic connection between small farmers and the ecological agriculture industry chain; second, referring to the existing research results, we constructed a collection of choices for the connection of small farmers and the ecological agriculture industry chain. Among them, four types of attributes were set in the selection set design: linkage path, interest linkage mechanism, service type, and policy support type; finally, we conducted a household survey of 588 small farmers involved in ecological agriculture activities in Jiangxi Province. In this study, the random parameter Logit model was used to analyze and discuss the connection preferences of small farmers with the ecological agriculture industry chain, and the sources of heterogeneity. Research showed that there was a preference for the connection between small farmers and the ecological agriculture industrial chain: 1) In terms of linkage path selection, small farmers were more willing to connect with the ecological agriculture industry chain through the “small farmers + leading enterprises” path and the “small farmers + e-commerce platform” path, with coefficients of 4.60 and 2.10, respectively. 2) In terms of the choice of interest linkage mechanism, compared with the joint stock partnership, small farmers had a significant preference for contract cooperation and migrant work participation in employment and other interest linkage mechanisms, with coefficients of 7.47 and 5.41, respectively. 3) In terms of the provided service type, the preferences of smallholders for industry chain services were agricultural material supply, agricultural technical guidance services, capital and credit services, and processing and logistics services, with coefficients of 3.96, 2.94, 1.82, and 1.49, respectively. 4) In terms of the policy support type, small farmers preferred agricultural subsidies in policy support, with a coefficient of 2.10. 5) There was heterogeneity in the preference of small farmers to connect with the ecological agriculture industrial chain. The age, education level, and planting area of the ecological agricultural products of the interviewed farmers were the primary heterogeneity sources. Among them, the age of farmers and planting area of the ecological agricultural products positively impacted the connection of small farmers with the ecological agriculture industry chain. To a certain extent, the education level of small farmers restricted the connection effect. According to these research results, when designing policies, the accessibility to the ecological agriculture industrial chain should be improved, the standardization of the industrial chain benefit linkage mechanism be promoted, the construction of a socialized service system suitable for the development of small-scale ecological agriculture be accelerated, and the funds needed by small farmers to develop ecological agriculture be enriched.