Embodiments of the present invention provide a nonlinear precoding bit loading method, a transmit end, a receive end, and a system. The method includes: determining, by a receive end, power control factors of multiple preset quantities of bits; obtaining, by the receive end, a first correspondence between the multiple preset quantities of bits and signal to noise ratios without power control; determining, by the receive end, a second correspondence between the multiple preset quantities of bits and signal to noise ratios with power control according to the power control factors and the first correspondence; and after actually measuring a signal to noise ratio with power control on a subcarrier, determining, by the receive end according to the second correspondence, a preset quantity of bits corresponding to the actually measured signal to noise ratio with power control, using the determined preset quantity of bits as an actual bit loading quantity of the subcarrier, and notifying a transmit end of the actual bit loading quantity. According to the bit loading solution provided in the embodiments of the present invention, the receive end can reach an expected bit error rate, and system reliability is high.