This application provides a method, a terminal-side device, and a cloud-side device for data processing and a terminal-cloud collaboration system. The method includes: sending, by the terminal-side device, a request message to the cloud-side device; receiving, by the terminal-side device, a second neural network model that is obtained by compressing a first neural network model and that is sent by the cloud-side device, where the first neural network model is a neural network model on the cloud-side device that is used to process the cognitive computing task, and a hardware resource required when the second neural network model runs on the terminal-side device is within an available hardware resource capability range of the terminal-side device; and processing, by the terminal-side device, the cognitive computing task based on the second neural network model.