According to an aspect of the present invention, a method for transporting a non-access stratum (NAS) message of an access and mobility management function (AMF) in a wireless communication system may include: receiving, from a user equipment (UE), an uplink (UL) NAS message including a session management (SM) message for a request related to a protocol data unit (PDU) session; transporting, to a predetermined second Session Management Function (SMF), the SM message if it is determined that it is impossible to route the SM message to a first SMF as a transport target of the SM message; receiving, from the second SMF, an SM rejection message for the SM message; and transmitting, to the UE, a downlink (DL) NAS message including the SM rejection message.