Embodiments of the present invention disclose a precoding information collection method and a transmission device and relate to the communications field. A specific solution is: precoding, by a transmit side, a first pilot signal according to a first precoding matrix, and sending a precoded first pilot signal to a receive side, where the first precoding matrix is the same as a precoding matrix used for current data transmission; precoding, by the transmit side, N second pilot signals according to N second precoding matrices, and sending N precoded second pilot signals to the receive side, where N is an integer greater than or equal to 1, the second precoding matrices used for precoding the second pilot signals are different from each other, and the N second precoding matrices are different from the first precoding matrix; and receiving, by the transmit side, precoding feedback information sent by the receive side.