Exploratory factor analysis is a multivariate statistical approach used to create and validate questionnaire items. This research was designed and certified the instrument of advertising and perceived usefulness through exploratory factor analysis, and it is an application in the context of online shopping behaviour. The study examines two constructs: advertising (ADV) and perceived usefulness (PU). One hundred (100) respondents were selected through a simple random sampling procedure to participate and fill out the questionnaire. Based on the reliability test, this study set an instrument of ten items to develop the construct of advertising, while nine items were designed to construct perceived usefulness. The procedures for carrying out EFA for the two constructs are described in detail. Finally, future researchers can use the items by applying the instrument in different research fields.