A method for controlling, a power saving mode of a mobile station (MS) in a mobile communication system is disclosed. The method differently defines operations of power saving modes of individual cases in association with message traffic distinguished from user traffic of a service, so that it can effectively reduce power consumption of the mobile station (MS). Firstly, the listening window of the power saving mode is used. Secondly, a method for transmitting a request message for pending the sleep mode is used. If the sleep-mode pending is requested, the sleep-mode resume message may be used in the case of a reactivation, or the reactivation can be automatically performed if a current time reaches a predetermined time.