The paradox of happiness refers to the phenomenon that national happiness declines with economic growth, which is mainly manifested by the fact that the happiness index of some developing countries is higher than that of developed countries, the wealth growth does not lead to happiness but greed, and the possession of large amounts of capital does not arouse a sense intensified happiness. The paradox of happiness originates from the negative guidance of wrong values, the contradiction between spiritual wealth and material wealth, and the alienation and absence of labor. In order to prevent such phenomena from happening in China, this paper holds that China’s prospect of happiness should reply on the pursuit of collectivism, Chinese people’s sense of happiness should be enhanced through nice spiritual feeling, and the pursuit of happiness should be led by the active practice of the conception of striving for happiness. In this way, the so-dubbed happiness paradox can be avoided in China.