The invention discloses a file transfer method, a client and a proxy server, belonging to the field of network technologies. The method comprises the following steps that transmission progress information of a target file is obtained when transmission of the target file is interrupted; when the network conditions meet preset conditions, a transmission request is sent to the proxy server, and the transmission request carries the transmission progress information, so that after the proxy server receives the transmission request, the proxy server sends some files in the target file, which are not transmitted by the client, according to the transmission progress information; and the client receives the files, which are transmitted by the proxy server. According to the technical scheme provided by the invention, when the transmission is interrupted, the proxy server replaces the client to continue downloading the target file, and when the network recovers, the client automatically continues downloading some files in the target file, which are not transmitted, from the proxy server, so that a transmission process is simplified, and the waste of resources of the client is avoided.