A method is provided for receiving broadcast signals. The broadcast signals are received. The received broadcast signals are demodulated by an Orthogonal Frequency Division Multiplex (OFDM) scheme, a signal frame is parsed from the demodulated broadcast signals, data is decoded in the parsed signal frame to output baseband packets, the baseband packets are output-processed to output link layer packets, and the link layer packets are de-encapsulated to output Transport Stream (TS) packets by inserting a header for each TS packet of which a header is deleted based on information of a header of the link layer packets.