A load balancing system, comprising: a client, configured to: send, to a server by using a load balancing device, a first message used to request to establish a first Transmission Control Protocol, TCP, connection; receive a response message that is of the first message and that is sent by the server; and send, to the load balancing device, a second message that is used to request to establish a second TCP connection, wherein the response message of the first message comprises a key of the server, the second message comprises a token that is of the server and that is calculated by the client based on the key of the server by using a first function, and the second TCP connection and the first TCP connection belong to a same Multipath Transport Control Protocol, MPTCP, session; the server, configured to: receive the first message that is sent by the client by using the load balancing device and that is used to request to establish the first TCP connection; calculate the token of the server based on a number of the server which comprises an identifier of the server; calculate the key of the server based on the token of the server by using the first function; and send the response message of the first message to the client; and the load balancing device, configured to: receive the first message that is sent by the client and that is used to request to establish the first TCP connection; send the first message to the server; receive the second message that is sent by the client and that is used to request to establish the second TCP connection; calculate the number of the server which comprises the identifier of the server based on the token of the server, and determine that the destination device of the second message is the server corresponding to the identifier; and send the second message to the server, so as to establish the second TCP connection between the client and the server; calculate the token of the server based on the number of the server by using a second function. a client, configured to: send, to a server by using a load balancing device, a first message used to request to establish a first Transmission Control Protocol, TCP, connection; receive a response message that is of the first message and that is sent by the server; and send, to the load balancing device, a second message that is used to request to establish a second TCP connection, wherein the response message of the first message comprises a key of the server, the second message comprises a token that is of the server and that is calculated by the client based on the key of the server by using a first function, and the second TCP connection and the first TCP connection belong to a same Multipath Transport Control Protocol, MPTCP, session; the server, configured to: receive the first message that is sent by the client by using the load balancing device and that is used to request to establish the first TCP connection; calculate the token of the server based on a number of the server which comprises an identifier of the server; calculate the key of the server based on the token of the server by using the first function; and send the response message of the first message to the client; and the load balancing device, configured to: receive the first message that is sent by the client and that is used to request to establish the first TCP connection; send the first message to the server; receive the second message that is sent by the client and that is used to request to establish the second TCP connection; calculate the number of the server which comprises the identifier of the server based on the token of the server, and determine that the destination device of the second message is the server corresponding to the identifier; and send the second message to the server, so as to establish the second TCP connection between the client and the server; calculate the token of the server based on the number of the server by using a second function.