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Stickers with vivid and engaging expressions are becoming increasingly popular in online messaging apps, and some works are dedicated to automatically select sticker response by matching the stickers image with previous utterances. However, existing methods usually focus on measuring the matching degree between the dialog context and sticker image, which ignores the user preference of using stickers. Hence, in this paper, we propose to recommend an appropriate sticker to user based on multi-turn dialog context and sticker using history of user. Two main challenges are confronted in this task. One is to model the sticker preference of user based on the previous sticker selection history. Another challenge is to jointly fuse the user preference and the matching between dialog context and candidate sticker into final prediction making. To tackle these challenges, we propose a \emph{Preference Enhanced Sticker Response Selector} (PESRS) model. Specifically, PESRS first employs a convolutional based sticker image encoder and a self-attention based multi-turn dialog encoder to obtain the representation of stickers and utterances. Next, deep interaction network is proposed to conduct deep matching between the sticker and each utterance. Then, we model the user preference by using the recently selected stickers as input, and use a key-value memory network to store the preference representation. PESRS then learns the short-term and long-term dependency between all interaction results by a fusion network, and dynamically fuse the user preference representation into the final sticker selection prediction. Extensive experiments conducted on a large-scale real-world dialog dataset show that our model achieves the state-of-the-art performance for all commonly-used metrics. Experiments also verify the effectiveness of each component of PESRS.