A wireless network system and a wireless access point (AP) device and a wireless terminal device thereof are provided. The wireless network system includes at least a wireless AP device and at least a wireless terminal device. Each wireless AP device broadcasts a beacon including a load state content of the wireless AP device. Each wireless terminal device receives beacons of all wireless AP devices, and ranks load states of all wireless AP devices in a load list according to at least CPU utilization rates in the load state contents of all wireless AP devices respectively. When a wireless terminal device intends to establish a connection with one of the wireless AP devices, the wireless terminal devices searches through the load list to select a wireless AP device being in a low load state, and transmits a connection request message to the selected wireless AP device.