A message processing system includes message center and user subscription data center. The subscription data center stores user subscription data of calling number anonymity service. The message center queries if calling number is anonymous when it transfers message that is transmitted by subscription user, and determines if calling number is anonymous in process of transfer message based on query respond. Interest and mystery of message are increased, personality demand of user is satisfied, and load of message center is decreased. Flexibility and scalability are improved. Additional, the present invention discloses a user subscription data center, a short message center and message processing method.