The present invention relates to a method and system for receiving data by using the SMS and the wireless Internet. The method comprises the steps of receiving a short message from said service provider, wherein the short message comprises at least a service identifier and site information, determining whether or not there is an application protocol in the site information and executing an IP channel connecting program in correspondence with the application protocol, when the application protocol is in the site information, wherein the data receiving system receives data in correspondence with the application protocol from the service provider by executing the IP channel connecting program.