The present invention provides an apparatus, a system, and a method for preventing TCP connection interruption. The apparatus determines that user equipment UE needs cell handover; and the apparatus sends a first instruction message to a server, where the first instruction message is used to instruct the server to stop sending downlink data to the proxy device, and sends cached downlink data to the UE. Therefore, the following problem is avoided: After UE is disconnected from a source cell and is connected to a new cell, because the UE does not receive partial downlink data cached by a TCP proxy or because partial cached data is lost, the UE initiates retransmission to a server, but the server does not retransmit an acknowledged packet according to a TCP protocol, causing TCP connection interruption and service interruption.