Exporting alpha quicktime doesn't work on Aftereffects. Just black BG

None of the standard media players support RGBA playback. A media player will give you a black background even if the Alpha channel is perfect. Check for a proper Alpha channel by importing the rendered file into After Effects or Premiere Pro, check the Footage preview in the Project Panel, the footage interpolation, and drop the footage in a comp. If there is a proper alpha channel, you'll see it right away. If there is no transparency you did not choose the right codec or properly set up the right codec.

As Jose already said you need to provide info on exact render settings, the comp settings and contents as well as how you actually verify the transparency. From an effect not honoring transparencies to viewing the output in an app that is unable to interpret/ use the Alpha to using an unsuitable format there could be a million things at play here. you realyl need to be more specific.

Mylenium

It depends on the format you are exporting. Not all formats (movies or image sequences) support alpha channel. What are the settings you are using for export?