Method, terminal, CDN server and system in IPTV system for realizing playing while downloading, the method comprises: the terminal acquires the bit rate information of the media file which the terminal requires to play from the content distribution network CDN server, the CDN server returns a first reply message to the terminal after receiving the requirement, the first reply message piggybacks the bit rate information of the media file which said terminal requires to play, the terminal determines whether said bit rate information satisfies the condition of playing while downloading, if it satisfies, the terminal requires to download the file from said CDN server which user requires while plays said media file.