A method, a device and a system for establishing a Pseudo Wire (PW) are provided. The method includes: receiving, by a switching node, a control message; constructing a first control message according the first FEC information and the routing information in the control message, and sending the first control message to a second terminal node; constructing, by the second terminal node, a second control message, where the second control message includes the second FEC information and the second routing information, and the second FEC information carries identification information of the first terminal node; and sending the second control message to the switching node. In the method, it is unnecessary to manually configure a PW routing table on the switching node or establish a PW routing table dynamically through a routing protocol, and it is unnecessary to configure mapping relations between PW segments manually. This method achieves robust maintenance.