The present invention discloses a data link establishment method and an apparatus. In the solution, a second NAN device sends a relay request message to a first NAN device, so as to trigger the first NAN device to establish a first NDL with the second NAN device and establish a second NDL with a third NAN device. In this way, the second NAN device successfully establishes a connection to the third NAN device. This resolves a prior-art disadvantage of failing to establish an NDL.