A method for implementing a GRE tunnel, an access point (AP), and a gateway (GW). The method includes: the AP receives a first packet, where the first packet carries an address of the GW; configures a GRE tunnel to the GW, where a source destination of the GRE tunnel is an address of the AP, and a destination address of the GRE tunnel is the address of the GW; the AP receives a second packet sent by user equipment; performs GRE tunnel encapsulation for the second packet to form a third packet; and the AP sends the third packet to the GW by using the GRE tunnel, where the third packet carries the address of the AP. The embodiments of the present application enable efficient establishment of the GRE tunnel between the AP and the GW if there are a large quantity of APs.