A method and apparatus for changing a frequency band used for communication between first and second devices supporting multiple frequency bands. The method includes transmitting a frequency band change request frame including information regarding a communication capability of the first device and a frequency band change request for requesting to change a frequency band currently being used for communication between the first and second devices, to the second device; receiving a frequency band change response frame corresponding to the frequency band change request frame, from the second device; and selectively changing the frequency band currently being used to another frequency band based on the received frequency band change response frame.