Embodiments of the present invention provide a bit loading method for nonlinear precoding, a sending end, a receiving end, and a system. The method comprises: a receiving end determines power control factors of multiple preset bit numbers; the receiving end acquires a first correspondence between the multiple preset bit numbers and signal-to-noise ratios obtained without performing power control; the receiving end determines, according to the power control factors and the first correspondence, a second correspondence between the multiple preset bit numbers and signal-to-noise ratios obtained by performing power control; and after the receiving end actually measures, on a subcarrier, the signal-to-noise ratios obtained by performing power control, the receiving end determines, according to the second correspondence, preset bit numbers corresponding to the actually measured signal-to-noise ratios obtained by performing power control, and uses the determined preset bit numbers as the actual bit loading numbers of a single subcarrier, and notifies a sending end of the actual bit loading numbers. By using the bit loading scheme provided in the embodiments of the present invention, an expected bit error rate can be achieved on the receiving end, and the system reliability is high.