A Tunneled Direct Link Setup (TDLS) establishment method. The method includes associating a Basic Service Set (BSS) which includes an Access Point (AP); transmitting a TDLS setup request frame through the AP to an intended peer station, the TDLS setup request frame requesting to establish a TDLS direct link, the TDLS setup request frame including a link identifier, the link identifier including a BSSID field, a transmitter address field and a receiver address field, the BSSID field being set to a BSSID, the transmitter address field being set to a medium access control (MAC) address of the TDLS initiator, the receiver address field being set to a MAC address of the intended peer station; receiving a TDLS setup response frame including a status code field; and transmitting a TDLS setup confirm frame including the link identifier. The TDLS setup confirm frame includes high throughput operation information.