The embodiments of the present invention disclose a session management method, an Application Function (AF) entity, a policy server, and a Protocol Converter, which relate to the field of communications. The method includes: When an AF entity establishes an AF session with a policy server, the AF entity sends a first HTTP request message to the policy server, herein the AF entity sends AF session identifier information to the policy server via the first HTTP request message, or AF session identifier information is allocated by the policy server and is sent to the AF entity via an answer for the first HTTP request message. When the policy server notifies the AF entity of a traffic plane event of the above-mentioned AF session, the policy server sends a second HTTP request message carrying the AF session identifier information to the AF entity. The AF entity returns an answer for the second HTTP request message to the policy server.