A system providing a tunnel service capable of data communication between different types of networks. A method of setting an address of a tunnel router in a user node includes: transmitting a message requesting at least one tunnel router address to a tunnel service support server; receiving a message including at least one tunnel router address from the tunnel service support server; and storing the tunnel router address included in the received message. According to the system and method, the address of a tunnel router providing a tunnel service to a user node can be more easily set, and even when the address of the tunnel router changes or a new tunnel router is added, the address of the tunnel router can be easily set without the user manually changing the address of the tunnel router.