A method of transmitting a broadcast signal, includes generating at least one first link layer packet including data packets that include broadcast data in a link layer that is a layer between a physical layer and a network layer, generating at least one second link layer packet including link layer signaling information in the link layer and transmitting the broadcast signal including the at least one first link layer packet and the at least one second link layer packet in the physical layer, wherein a header of the at least one first link layer packet includes packet type information for indicating a packet type of the data packets before being included in the at least first link layer packet, wherein the data packets are Transport Stream (TS) packets or Internet Protocol (IP) packets, and wherein the TS packets are header compressed TS packets or header uncompressed TS packets.