The present invention discloses a circuit switched fallback method, a UE, an MSC, and an MME. The method includes: sending, by a UE to an MME, a request message for requesting to perform CSFB; receiving, by the UE, a switch command sent by an eNodeB, where the switch command instructs the UE to switch from a PS domain to a CS domain; releasing or holding a default CS call of the UE after the UE switches to the CS domain according to the switch command, where the default CS call is generated by the UE according to the switch command; and by using an MSC, initiating, by the UE, a CS call or receiving a CS call. According to the circuit switched fallback method, the UE, the MSC, and the MME in the embodiments of the present invention, circuit switched fallback can be implement in a manner of switching by a UE from a PS domain to a CS domain, and reduce a delay.