Disclosed is a data query method, which includes: a client sending a client request to a query component agent; the query component agent selecting a query component according to a load balance principle and returning the query component to the client; and the query component processing the client request and returning a processing result to the client. Correspondingly, the present invention further provides a data query system and a method for constructing the same. The query component in the present invention does not have a logical uniqueness any more and has a high scalability, which allows dynamic addition of query components, thereby greatly improving the availability of the data query system.