The invention discloses a method of map matching and route estimation, and a device and a system thereof, and pertain to the processing and application field of urban road traffic situation information, and aim at solving the problem of low operating efficiency of the map matching and route estimation in the prior art. The device and the system preprocess the original map data in the map matching and route estimation: first, pre-generating a route, then dividing a road net into smaller grids, re-organizing the data of each new grid, and finally compiling the data into a file according to a defined data structure for the following map matching and route estimation, thus enhancing the operating efficiency. The method, the device and the system can directly position the grid at which a GPS point is located, and as the grids are smaller, Link numbers in the grids are fewer, the GPS point matching rate is extremely fast; and no frequent route exploration is needed in the following route estimation, which greatly improves the route estimation efficiency, thus an algorithm of the method is simple.