Provided is a plug-and-play wireless network extension system and a method of automatic connection for the system. The system at least has a wireless Ethernet extension controller and at least one wireless Ethernet extension station. The controller and the station preferably adopt a power-line communication technology to accomplish an initial connection and data transferring. While the connection is done, an automatic connection process is initiated. By means of an automatic exploration mechanism to search any existed wireless Ethernet extension controller, the station obtains the controller's network address. The station then automatically establishes the connection and receives the wireless network configuration from the controller. It is featured that the system achieves a plug-and-play effect to simplify the process for expanding the coverage of wireless signals.