A data packet transmission method is provided, including: receiving, by a proxy program, a request data packet via a listening port of the proxy program, and after marking the request data packet, sending out, by the proxy program, the marked request data packet; receiving, by a local system, a plurality of request data packets sent by an application program or the proxy program, and matching, by the local system, a mark in the request data packet. When the matching is successful, the request data packet is forwarded out directly, and when the matching is unsuccessful, the request data packet is re-directed to the listening port. A mark is configured for the data packet sent by the proxy program, such that the local system may differentiate request data packets from the application program and the proxy program for corresponding operations. The endless loop of the data packet in the local system is avoided. Further, a data packet transmission system is provided.