A method and apparatus of managing power save in a wireless network is provided. A direct link with a peer station (STA) is established by exchanging a Tunneled Direct Link Setup (TDLS) setup request frame and a TDLS setup response frame through a access point (AP). The peer STA enters power save mode (PSM). Traffic data that are destined for the peer STA in the PSM are buffered and a peer traffic indication (PTI) frame is transmitted to the peer STA in the PSM. The PTI frame includes a traffic identifier (TID) field and a sequence control field. Unnecessary allocation of service period can be prevented.