Disclosed are a beam forming method and a multiple antenna system using the same. There is provided a multiple antenna system which forms optimal beam patterns through a transmission of a training sequence between a transmitter and a receiver, each including a plurality of antennas, the multiple antenna system comprising: a transmitter selecting antennas to be activated according to a level and transmitting the training sequence to a receiver through the selected antennas; a receiver selecting the antennas to be activated according to the level and transmitting to the transmitter an index of an optimal transmission weight vector significantly reducing a cost function based on the training sequence transmitted from the transmitter, wherein the transmitter selects antennas so that the beam patterns formed by the antennas selected at a q-th level (q: the index of the level) include the beam patterns formed by the antennas selected at a q+1-th level. As a result, the transmission frequency of the training sequence may be reduced.