The exploding of information in data warehouses makes a great challenge to data warehouse research. How to increase query efficiency across web data warehouse plays an important role in data warehouse research. After analysis of several data warehouse implementation, a kind of hierarchy architecture of the web data warehouses is proposed, and an asynchronous iteration approach for query processing on web data warehouses is presented based on the hierarchy architecture of web data warehouse. In the asynchronous iteraion approach,the pipe;ining paralle processing technique is exp¹oited.During of the queries on web data warehouses,all the nodes in difference layers of web data warehouse are executed in pipelining paralle manner so that the performance of the query processing is tremen dously inmproved.The theoretical analysis shows that the asynchronous iteration approach is very efficiently for the query processing on web data warehouses.