A disclosure of the present invention provides a method for supporting a power saving mode (PSM) in a radio device. According to the method, the radio device may transmit a first message including a first activation time value to a network entity when the radio device requires the PSM. Then, the radio device may receive a second message including a second activation time value from the network entity. The radio device may enter a PSM state on the basis of the second activation time value. When it is necessary to stop the PSM or change the second activation time, the radio device may transmit a third message at the very time point.