As the important molecular machinery for membrane protein sorting in eukaryotic cells, the endosomal sorting and transport complexes (ESCRT-0/I/II/III and VPS4) usually participate in various replication stages of enveloped viruses, such as endocytosis and budding. The main subunit of ESCRT-I, Tsg101, has been previously revealed to play a role in the entry and replication of classical swine fever virus (CSFV). However, the effect of the whole ESCRT machinery during CSFV infection has not yet been well defined. Here, we systematically determine the effects of subunits of ESCRT on entry, replication, and budding of CSFV by genetic analysis. We show that EAP20 (VPS25) (ESCRT-II), CHMP4B and CHMP7 (ESCRT-III) regulate CSFV entry and assist vesicles in transporting CSFV from Clathrin, early endosomes, late endosomes to lysosomes. Importantly, we first demonstrate that HRS (ESCRT-0), VPS28 (ESCRT-I), VPS25 (ESCRT-II) and adaptor protein ALIX play important roles in the formation of virus replication complexes (VRC) together with CHMP2B/4B/7 (ESCRT-III), and VPS4A. Further analyses reveal these subunits interact with CSFV nonstructural proteins (NS) and locate in the endoplasmic reticulum, but not Golgi, suggesting the role of ESCRT in regulating VRC assembly. In addition, we demonstrate that VPS4A is close to lipid droplets (LDs), indicating the importance of lipid metabolism in the formation of VRC and nucleic acid production. Altogether, we draw a new picture of cellular ESCRT machinery in CSFV entry and VRC formation, which could provide alternative strategies for preventing and controlling the diseases caused by CSFV or other Pestivirus.