The invention embodiments disclose a method, system and device for transmitting data, relate to wireless communication technical art, and resolve the question that terminal how to transmit data when packet data network (PDN) connection is not be established. In the invention, when the terminal needs to transmit data and the PDN connection for transmitting the data is not be established, the terminal sends data transmitting message which carries a PDN connection request message and package to be transmitted to mobility management entity (MME). The PDN connection is only established by core network side when the MME receives the data transmitting message, and the package to be transmitted is sent out by the PDN connection. Therefore, the invention enables UE to transmit data when PDN connection is not be established.