A method, an apparatus, and a transceiver for cancelling multi-carrier transmission interference are provided. The method includes: collecting a high order intermodulation signal in radio frequency signals output by a transmitter; processing the high order intermodulation signal so as to generate a first digital signal; establishing a high order intermodulation model by using the first digital signal and a first baseband signal output by the transmitter; generating a second digital signal by using a coefficient of the high order intermodulation model and a second baseband signal output by the transmitter; and counteracting interference in a digital signal output by a receiver with the second digital signal. By using the embodiments of the embodiments of the invention, high order intermodulation interference of a multi-carrier transmitter on a receiver can be effectively canceled, and therefore, difficulty in duplexer design and requirements on a suppression degree are reduced.