A portable storage device, a system, and a method for an automatic software installation, the portable storage device including: an interface to connect to an external device to transmit and/or to receive data to/from the external device; a memory to store a setup program to install, in the external device, a main software required to connect the portable storage device to the external device; and a controller to control the interface to transmit the setup program to the external device when the interface is connected to the external device, wherein the setup program is transmitted to the external device and automatically run in the external device. Accordingly, when the portable storage device is connected to the external device, the software can be automatically installed by auto-running the setup program internally stored to the portable storage device.