Disclosed is a method for establishing a sleep mode in a broadband wireless access communication system. The method for establishing the sleep mode includes a first step of placing a subscriber station into the awake mode after time having a maximum window value lapses, determining whether or not a message representing that there exists data to be transmitted from a base station, placing the subscriber station into the sleep mode when the received message represents that there does not exists data to be transmitted from a base station, and establishing a window value for a present sleep mode based on than a preset window value of a previous sleep mode loop within the maximum window value.