3-Lie algebras have close relationships with many important fields in mathematics and mathematical physics. This article concerns 3-Lie algebras. The concepts of 3-Lie coalgebras and 3-Lie bialgebras are given. The structures of such categories of algebras and the relationships with 3-Lie algebras are studied. And the classification of 4-dimensional 3-Lie coalgebras and 3-dimensional 3-Lie bialgebras over an algebraically closed field of characteristic zero are provided.