The invention provides a method, a device and a system for connecting and switching a server. The method comprises the following steps: receiving a connection request sent by a front-end server, and establishing a long connection with the front-end server according to the connection request; according to a load balancing algorithm, determining a rear-end server which can interact data with the front-end server, and establishing the long connection with the rear-end server; receiving a rear-end server changing request transmitted from outside; according to the rear-end server changing request,during the period from a change starting time to a service stream holding time, forwarding a trading request packet which is sent to a change server by the front-end server to other rear-end servers re-determined by the load balancing algorithm, and sending a return packet which is fed back to the front-end server by the change server to the front-end server; and during the period from the service stream holding time to a change ending time, stopping communication with the change server. The method, the device and the system allow a trade which is being carried out by a client to be normally carried out when one end server is stopped to be maintained or switched.