An apparatus for transmitting a broadcast signal includes an input formatting module configured to de-multiplex an input stream into at least one Data Pipe (DP); a BICM module configured to perform error correction processing on data of the at least one DP; a signal frame building module configured to map the data of the DP to symbols within a signal frame; and an OFDM generation module configured to generate a transmission broadcast signal by inserting a preamble into the signal frame and performing OFDM modulation. The OFDM generation module includes a pilot signal insertion module configured to insert a pilot signal including Continual Pilots (CP) and Scattered Pilots (SP) into the transmission broadcast signal, and the CPs are inserted into every symbol of the signal frame, and location and number of the CPs are determined based on a Fast Fourier Transform (FFT) size.