Embodiments of the present invention disclose a method for establishing a management session, a customer premises equipment, and an auto-configuration server. The method includes generating a universal resource locator URL list according to a corresponding IP address of each uplink interface. The URL list includes at least two URLs and each URL has a corresponding uplink interface. The URL list is sent to an auto-configuration server ACS. A connection request sent by the auto-configuration server is received through a first uplink interface. The connection request includes a first URL, the first URL is a URL in the URL list, and the first URL corresponds to the first uplink interface. A second uplink interface is determined. The second uplink interface is an uplink interface used for initiating a management session. A management session to the auto-configuration server is initiated using the second uplink interface.