Provided is a method for establishing a selected IP traffic offload connection under an H(e)NB, including: obtaining a packet data network connection request of a certain access point; obtaining the address of a local gateway connected with the H(e)NB and information about the access points supported by the local gateway; judging whether or not the requested access point allows the establishment of a selected IP traffic offload connection; judging whether or not the local gateway is able to connect to the requested access point; determining a method for establishing a selected IP traffic offload connection according to the judgment result and establishing a selected IP traffic offload connection. According to the method for establishing a selected IP traffic offload connection under an H(e)NB scenario in the present invention, judgment can be done before a connection is established, so that the waste of signalling resources caused by reconnection after connection failure is avoided. Also provided is a device for establishing a selected IP traffic offload connection under an H(e)NB.