A method is used for setting a R-P link for data transmission/reception in a mobile communication system and for setting a R-P link between packet control function (PCF) and packet data serving node (PDSN) in a mobile communication system that connects a radio network with a packet network. The method first transmits a response request message from the PCF to identify the status of two or more PDSNs in the system, then measures the RTDs of those PDSNs responded to the response request message. The method subsequently prepares a list of PDSNs that satisfy a reference value among the measured RTDs and determines whether the subscriber's PDSN exists in the list of PDSNs. Finally, the method performs a R-P link setup using the prepared list of PDSN in accordance with a determined result.