The invention discloses a method for transmitting and receiving streaming media data, a device and a system thereof. The method comprises the following steps: the hierarchically coded hierarchical coding data is dispersed into data segments according unit time length to be coded and transmitted in a way that hierarchical coding is carried out on the streaming media data in a streaming media server; a streaming media receiving node selects the received hierarchical data, wherein, the selected data segments corresponding to hierarchy received from the streaming media server, or the selected data segments corresponding to hierarchy received from other streaming media receiving nodes are combined according to the number of data segments, the hierarchy, and a sequence of playing time of the streaming media data, and the hierarchical coding data obtained by combination is decoded and played. Therefore, the streaming media receiving node can selectively receive different hierarchical data according to self capacity and / or network status of the node, and improve the playing quality of the streaming media by further acquiring data of an enhanced layer, on the premise that basic layer data is acquired to ensure the acquisition of basic playing quality.