Disclosed are a method for receiving multicast data in a wireless communication system and a machine to machine (M2M) device therefor. The method wherein the M2M device receives multicast data in a wireless communication system according to the present invention includes the steps of: receiving multicast data from a base station; and indicating that the multicast data transmitted from the base station is the last multicast or receiving information including a signal which indicates the end of multicast transmission. The information can be transmitted with or separate from the multicast data, and is piggybacked with the multicast data if the information is transmitted with the multicast data.