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We introduce the notion of the $\alpha$-Haagerup approximation property for $\alpha\in[0,1/2]$ using a one-parameter family of positive cones studied by Araki and show that the $\alpha$-Haagerup approximation property actually does not depend on a choice of $\alpha$. This gives us a direct proof of the fact that two characterizations of the Haagerup approximation property are equivalent, one in terms of the standard form and the other in terms of completely positive maps. We also discuss the $L^p$-Haagerup approximation property for a non-commutative $L^p$-spaces associated with a von Neumann algebra ($1