The invention discloses an automatic gear shifting device, system and method for engineering machinery and engineering machinery. The device comprises a receiving unit and a control unit. The receiving unit receives the engine current accelerator aperture and the gearbox current output speed. The control unit executes the following operations: obtaining the gearbox preset output speed according to the engine current accelerator aperture, comparing the gearbox current output rotation speed with the gearbox preset output rotation speed and controlling gear shifting of the gearbox according to comparison results. By means of the device, the system and the method and the engineering machinery, gearbox gear shifting is controlled automatically according to the engine accelerator aperture and the gearbox output rotation speed, and accordingly, the engineering machinery (such as a crawler dozer) can be switched to low gear to work automatically under large loads and switched to high gear to work under small loads, the engineering machinery work efficiency can be improved effectively, and the work intensity of operators can be reduced greatly.