The present invention discloses a user device for implementing direct penetrating communication between a user device under a NAT and another user device under a different NAT and a method for the same. Detection message is sent to an auxiliary detecting device in an external network through a selected local port. Then the reply message from said auxiliary detecting device will be received and the NAT-translated NAT source port of said detection message can be obtained. By comparing the NAT source ports of a plurality of detection messages, it can be determined whether or not the selected port is a penetrated port. After that, the corresponding NAT source address and NAT penetrated port will be informed to another user device under a different NAT (also, the NAT penetrated port and NAT source port determined by said another user device will be received via said external-network device).