A method for playing a streaming media file, which can improve transmission and playing efficiency of a streaming media file. The method includes: playing, by a first apparatus, a streaming media file from a streaming media server; and when the first apparatus receives a handover instruction, sending, by the first apparatus, a playing command to a second apparatus, and sending at least a part of data of the downloaded streaming media file to the second apparatus, where the at least part of the data includes data not played by the first apparatus, where the playing command is used to instruct the second apparatus to play a part of or all of the at least part of the data sent by the first apparatus. The present invention further provides a corresponding apparatus.