A wireless roaming method, an access point apparatus and a mobile station are disclosed. The wireless roaming method comprises: determining whether or not a key for a target access point corresponding to a mobile station is stored; if the key is not stored, performing key exchange on behalf of the mobile station with the target access point so as to obtain a key corresponding to the mobile station; and sending the key to the mobile station. In the technical solution of the present disclosure, before the mobile station connects to a target access point, a current access point, on behalf of the mobile station, obtains a key corresponding to the mobile from the target access point. Therefore, the mobile station does not need to perform key exchange with the target access point after accessing to the target access point, which may reduce roaming delays caused by key exchange and improve the efficiency of wireless roaming, and thereby improve user experience.