The present invention relates to a method and device for performing a connection to a distribution system (DS) through a station working as a non-access point (AP) in a wireless communication system. In particular, any station (referred to hereinafter as ‘a first STA’) works as an AP having DS connection performance in first frequency band wireless local area network (WLAN) communication when performing WLAN communication to connect to a distribution system (DS), wherein a direct link setting procedure is performed with a specific STA (referred to hereinafter as ‘a second STA’) working as a station that is not an AP in second frequency band WLAN communication, in the second frequency band WLAN communication; and a connection is made to the DS through the direct link in the second frequency band WLAN communication.