Sony has confirmed that Call of Duty: Advanced Warfare on both PS4 and PS3 will support the preloading option if you preorder the game on the PlayStation Store. If you preorder the game on the PlayStation Store, you will get automatic preloading starting on October 30th.
The game will begin downloading on October 30th and will be ready for you to play starting November 4th at 12am PST. If you preorder Advanced Warfare on PSN Store, you will still get the Advanced Arsenal bonus that was announced last week.
Microsoft does not yet support preloading for any titles on Xbox One or Xbox 360.
SOURCE: PSN Store