The present invention discloses system and method for downloading playing multimedia document. The system includes: downloading module, setting at least two downloading modus module in system, using at least two downloading modus module for paralleling downloading multimedia file; data management module for preserving multimedia file data downloaded by downloading module, providing play data for player, and for starting multimedia file data downloaded by downloading module. Method includes: A. using at least two downloading modus downloads multimedia file data in parallel; B. executing management and preserving in local for the paralleling downloading multimedia file; C. using player playing the downloading multimedia file data. Using the present invention can realize downloading and playing multimedia document at the same time, and improve downloading velocity and success rate.