This application provides a beam training method and apparatus. The method includes: generating and sending a set up frame, where the set up frame includes M pieces of time information, each piece of time information corresponds to one receiving device in the M receiving devices, each piece of time information is used to indicate a feedback information sending moment of the corresponding receiving device, each piece of time information is further used to indicate an acknowledgment information receiving moment of the corresponding receiving device; receiving a sector sweep SSW frame, generating feedback information based on the SSW frame; sending the feedback information at a feedback information sending moment indicated by corresponding time information; receiving, at an acknowledgment information receiving moment indicated by the corresponding time information, acknowledgment information. Therefore, a training time can be shortened and signaling overheads can be reduced.