A data transmission method is applied in a virtual private network (VPN) and includes: querying, by an initiating client, a VPN server for external network Internet Protocol (IP) addresses of the initiating client and a responding client; performing, by the initiating client, key negotiation with the responding client through the VPN server; after the key negotiation is completed, writing, by the initiating client, the external network IP address of the initiating client into a source address field of a to-be-sent User Datagram Protocol (UDP) packet, writing the external network IP address of the responding client into a destination address field of the to-be-sent UDP packet, and encrypting the to-be-sent UDP packet according to a key obtained through the negotiation; and sending, by the initiating client, an encrypted UDP packet to the responding client, and performing packet interaction with the responding client directly.