Choices of travel mode and trip chain as well as their interplays have long drawn the interests of researchers. However, few studies have examined the differences in the travel behaviors between holidays and weekdays. This paper compares the choice of travel mode and trip chain between holidays and weekdays tours using travel survey data from Beijing, China. Nested Logit (NL) models with alternative nesting structures are estimated to analyze the decision process of travelers. Results show that there are at least three differences between commuting-based tours on weekdays and non-commuting tours on holidays. First, the decision structures in weekday and holiday tours are opposite. In weekday tours people prefer to decide on trip chain pattern prior to choosing travel mode, whereas in holiday tours travel mode is chosen first. Second, holiday tours show stronger dependency on cars than weekday tours. Third, travelers on holidays are more sensitive to changes in tour time than to the changes in tour cost, while commuters on weekdays are more sensitive to tour cost. Findings are helpful for improving travel activity modeling and designing differential transportation system management strategies for weekdays and holidays.