In a method for implementing a GRE tunnel, an access device obtains an address of an aggregation gateway group including at least one aggregation gateway. The access device sends a tunnel setup request to the aggregation gateway for setting up a GRE tunnel, and the request contains an address of the access device encapsulated by using the address of the aggregation gateway group as a destination address. The access device receives a tunnel setup accept response sent back by an aggregation gateway and obtains an address of the aggregation gateway from the response. The aggregation gateway belongs to the aggregation gateway group. The access device configures the address of the aggregation gateway as a network side destination address of the GRE tunnel.