A relay station and a backhaul connection method thereof are provided. The relay station adopts an NAS mechanism. A wireless communication system comprises the relay station, a base station, and a core network. The relay station comprises a processing unit and a transceiver. The processing unit enters a first state of the NAS mechanism after the relay station creates a radio connection with the core network. The transceiver transmits a backhaul connection request to the base station after the relay station enters the first state. The processing unit then enters a second state of the NAS mechanism after the transmission of the backhaul connection request. The transceiver then receives a backhaul connection response from the base station after the transmission of the backhaul connection request. The processing unit then enters the first state after the receipt of the backhaul connection response.