Presented in the present specification are a method whereby a station performs beamforming training in a wireless LAN (WLAN) system, and a device for same. In particular, presented in the present specification are a method whereby a station performs beamforming training for frequency division multiple access (FDMA) transmission, and a device for same. The method according to the present specification comprises the steps of: transmitting a beamforming setup frame including beamforming training operation information and identification information on one or more second stations corresponding to one FDMA group; performing FDMA beamforming training by using multiple transmission sectors simultaneously on the basis of the beamforming training operation information; receiving a feedback result of the performed FDMA beamforming training from the one or more second stations; and transmitting a selection frame including channel allocation information for each station and FDMA transmission configuration information determined on the basis of the received feedback result.