A frame transmission method, performed by a station (STA), in a wireless local area network (LAN) system is provided. The method comprises receiving a relay request message from an access point (AP), setting up a direct link (DL) with a destination STA indicated by the relay request message, transmitting a relay response message to the AP after setting up the DL, receiving a first data frame from the AP, and transmitting the first data frame to the destination STA through the DL.