A method for indicating a data transmission mode in a connection procedure in a wireless communication system, may comprise the steps of: receiving a connection request message from a terminal; transmitting an update location request message to an HSS; receiving an update location response message including the subscription information of the terminal as a response to the update location request message; the MME determining an application of a CP mode as the data transmission mode for a PDN connection on the basis of a local policy, wherein the data transmission mode includes a UP mode and the CP mode; and transmitting, to a terminal, a connection grant message including information that indicates an application of the CP mode as a response to the connection request message.