Embodiments of this application relates to a multi-link communication setup method and a related apparatus. The method includes: a non-AP MLD sends an association request frame on a first link, to request multi-link setup. An AP MLD returns an association response frame on the first link, to notify whether multi-link setup succeeds. The AP MLD sets a second status code field of a multi-link element of the association response frame to a newly defined value, to indicate that a cause why a link is not accepted is that the first link is not accepted. This application is applied to a WLAN system that supports a next generation Wi-Fi protocol of 802.11ax, for example, 802.11be, Wi-Fi 7, or EHT, and other 802.11 series protocols; and for another example, a next generation protocol of 802.11be: Wi-Fi 8.