An embodiment of the present invention provides a method for user equipment (UE) to transceive signals related to packet data network (PDN) connection in a wireless communication system, the method for transceiving signals related to PDN connection comprising: a step of checking 3GPP PS Data Off Exempt services; a step in which UE determines whether or not to create PDN connection, based on the type of PDN connection the UE wants to create and the result of checking the 3GPP PS Data Off Exempt services; and a step of transmitting a PDN connection request if the UE decides to create the PDN connection.