In a method of selectively applying a data encryption function, a CoAP client and a CoAP server perform a DTLS handshake process. The CoAP client generates a CoAP message when the DTLS handshake process has been completed, and then indicates that encryption does not need to be applied to the CoAP message. The CoAP client generates only the authentication value of the CoAP message via a DTLS record layer protocol. The CoAP client sets the value of the specific field of a DTLS record layer protocol header to a specific value via the DTLS record layer protocol. The CoAP client sends the CoAP message and the authentication value to the CoAP server.