Disclosed herein is a fast data call connection method capable of reducing a connection time and increasing the probability of connection success in a CDMA 2000 network.In the fast data call connection method of the present invention, the PDSN transmits a data call connection request message, including an authentication type and a challenge value, to the MS. The MS transmits a data call connection response message, including a response to the challenge value, to the PDSN. The PDSN performs authentication with reference to the data call connection response message, and transmits a data call connection complete message to the MS if authentication succeeds. Accordingly, the present invention is advantageous in that it can reduce connection time, can increase the probability of connection success, and can guarantee compatibility by checking the MS version before a data call connection process is executed.