One embodiment of the present invention relates to a method by which a packet data network-gateway (PGW) processes data for a terminal, in a power saving mode (PSM), in a wireless communication system, the method for processing data for a terminal in PSM, comprising the steps of: receiving a message related to a PDN connection stop request; receiving downlink data which has to be transmitted to a terminal; and performing one of transmission, deletion, and storage of operations of the downlink data on the basis of the message related to the PDN connection stop request.