A method for transmitting a traffic indication message for directing a mobile subscriber station (MSS) in a sleep mode to transition to an awake mode in a Broadband Wireless Access communication system supporting the sleep mode and the awake mode. This method includes the steps of individually allocating, to MSSs belonging to a corresponding base station, corresponding areas indicating traffic instructions for the MSSs in a traffic indication field in the traffic indication message, and indicating state transition instructions in the areas allocated to the MSSs, before transmitting the traffic indication message to the MSSs.