Disclosed are a method for selecting a session and a service continuity mode in a wireless communication system and a device therefor. Specifically, a method for selecting a session-and-service continuity (SSC) mode associated with a protocol data unit (PDU) session by a user equipment (UE) in a wireless communication system supporting a plurality of SSC modes may comprise the steps of: receiving a data transmission request from an application; checking whether a first PDU session can support an SSC mode associated with the application; and when the first PDU session can support the SSC mode associated with the application, transmitting data of the application to a network by using the first PDU session without sending a request for establishment of a new second PDU session to the network, although an SSC mode of the first PDU session does not match the SSC mode associated with the application.