A method of establishing security association during handover between heterogeneous networks in a radio access system is disclosed. A method of establishing security association before handover with a target base station included in a heterogeneous radio access network is performed comprises transmitting a request message to a service base station, the request message requesting the service base station to transfer authentication related information of a mobile station to a target network authentication server; and receiving a response message from the service base station before the handover with the target base station is performed, the response message including security related information used in a target network.