In a virtual network construction method, a virtual network construction system, and a relaying apparatus within a public data communication network, control packets each having set a multicast address are multicast, and upon reception of the control packets by the relaying apparatuses belonging to the multicast address group, virtual links to the transmitting sources of the control packets are established and reply packets are returned through the virtual links, whereby the virtual links are established between all of the relaying apparatuses belonging to the multicast address group to establish the virtual network.