A method for changing a coverage enhancement mode in a wireless communication system supporting a coverage enhancement (CE) is disclosed. For this, the method comprising: receiving, from a network, information on a CE mode level supported by the network, wherein the information on the supported CE mode level indicates a highest level among CE mode levels currently supported by the network; determining a CE mode level of the UE; and transmitting, to the network, a first message for requesting a change of the supported CE mode level, when the determined CE mode level of the UE is higher than or equal to the supported CE mode level.