The present invention provides a method of differentiating and proliferating a mesenchymal stem cell into the neural cell by culturing in a medium comprising an epidermal growth factor and a hepatocyte growth factor after confluent culture of the mesenchymal stem cell. The present invention provides more effective method of differentiating and proliferating the mesenchymal stem cell or the mononuclear cell comprising the mesenchymal stem cell into the neural cell with a neuron and an astrocyte in terms of time, efficiency and maturity as compared with conventional methods.