A Wi-Fi Direct connection method for a plurality of devices and a device having a Wi-Fi Direct connection function are disclosed. The Wi-Fi Direct connection method including connecting the plurality of devices through an access point (AP) for communication, making a request through a first device to a second device from among the plurality of devices through the AP to perform a Wi-Fi Direct connection, changing the state of the second device into a standby mode for the Wi-Fi Direct connection in a response to the request for the Wi-Fi Direct connection, performing provisioning discovery by the first device after making the request for the Wi-Fi Direct connection and exchanging a provisioning method with the second device; and accepting the Wi-Fi Direct connection in response to the second device receiving the provisioning discovery request from the first device which has requested the Wi-Fi Direct connection.