A method for changing a coverage enhancement (CE) mode at a user equipment (UE) in a wireless communication system in a wireless communication system is disclosed. The method includes steps of determining a CE mode level to be changed, transmitting a CE mode change request message to a network based on the determined CE mode level, and receiving a CE mode change message from the network via a physical downlink control channel. Especially, when the determined CE mode level is greater than a current CE mode level, a random access preamble associated with the determined CE mode level is transmitted to the network as the CE mode change request message.