Have you still got the .psd with the black background? You are right that .png will preserve transparency - but you need to make the layer transparent first in the layers panel (I am of course assuming that it is the black that you want to be transparent).
thank you. So i figured out that the problem is in illustrator because when i import the image there and make it from raster to vector when i save it in ai format and put it in after effects then the white background is show up. I saw in youtube that there is an option in illustrator called ignore white i will try that.