A method of transmitting precoding information in a multiple antenna system includes selecting M subbands from a plurality of subbands constituting a whole frequency band in a descending order of a channel quality indicator (CQI), where M is an integer satisfying M>0, and transmitting a first precoding matrix indicator (PMI) for the M subbands and a second PMI for a remaining band, wherein the first PMI is a PMI of a codebook selected from a first codebook set including a plurality of codebooks and the second PMI is a PMI of a codebook selected from a second codebook set including a part of the plurality of codebooks of the first codebook set. Accordingly, precoding information can be effectively transmitted by separately preparing a codebook for a best band and a codebook for a non-selected band.