As the crossroads of prehistoric cultures, the Beijing region is an important area for studying the exchange of prehistoric culture and the spread of millet agriculture. Although millet remains have been found in the Donghulin site during the Early Neolithic Age, there is little millet remains during the Middle and Late Neolithic Age, so there is a gap of approximately 2,000 years since the time of the Donghulin site. The Shangzhai site is located in the Pinggu Basin in eastern Beijing, and it has a large time span with sequential strata; however, there are few large animals and plant remains found at this site, thus the subsistence strategy of ancient people remains unclear. In this study, the absorbed lipids of pottery sherds unearthed in the Neolithic cultural layer of the Shangzhai site were extracted and analysed. The results show that these potteries were used to process millet, the meat of terrestrial non-ruminants and wild ruminants, and dairy of wild ruminants, providing new insights for the subsistence strategy and the development of millet agriculture in the Middle and Late Neolithic Age of Beijing. In addition, the food processing in pottery may be an internal heating method, such as stone boiling.