In a method of forming a beam, data signals and pilot signals are generated by despreading signals that are received by a plurality of antennas, the received signals including a modulated data signal and a modulated pilot signal, respectively. A first covariance matrix is calculated for the pilot signals. A second covariance matrix is calculated for averages of the pilot signals. A weight vector is calculated based on the first and second covariance matrices. A beam forming output signal for forming a beam is generated based on the data signals and the weight vectors. Therefore, an optimal beam may be accurately formed.