A method for detecting coverage loss during a sleep mode of a mobile station and an apparatus for performing the same are disclosed. The method for detecting coverage loss of a mobile station, which is operated in a sleep mode, in a broadband wireless access system comprises the steps of awaking regardless of a sleep window of a sleep cycle at a first time when a super frame header (SFH) is transmitted from a serving base station; detecting the super frame header; and operating for the sleep window or listening window in accordance with the sleep cycle if the detected result is successful, and awaking until the super frame header is successfully detected if the detected result is failed.