A method of transmitting a frame in a Wireless Local Area Network (WLAN) system is provided. The method includes receiving, by a first station, information about an association identifier (AID) from an access point, the AID identifying the first station in the WLAN system; transmitting, by the first station, a Direct Link Setup (DLS) request frame to a second station to request a setup for a direct link with the second station, the DLS request frame including the AID of the first station; receiving, by the first station, a DLS response frame from the second station in response to the DLS request frame, the DLS response frame including an AID of the second station; and transmitting, by the first station, a Physical Layer Convergence Procedure (PLCP) Protocol Data Unit (PPDU) to the second station or the access point.