Provided are a channel switching method for effectively performing channel switching in a cognitive radio system while protecting an incumbent user, a method of managing a frequency channel, and a base station and customer premises equipment (CPE) using the methods. In the channel switching method performed by the base station, a currently unavailable first frequency channel is detected from among at least one uplink/downlink frequency channel which is set as a communication channel with the CPE; a channel switching request message requesting switching from the first frequency channel to a second frequency channel is transmitted to the CPE; and the first frequency channel is switched to the second frequency channel when a channel switching report message reporting that channel switching is to be performed in response to the channel switching request message is received from the CPE.