A media gateway built in an exchange comprises a media gateway control unit connected to a control unit of the exchange, a first protocol processing unit for executing a call connection procedure according to a first call control protocol with an IP call connection controller on the IP network, and a second protocol processing unit for executing a call connection procedure according to a second call control protocol with the IP call connection controller. The media gateway control unit instructs the first protocol processing unit to start call connection processing in response to a call connection command from a PSTN telephone, aborts the call connection processing of the first protocol processing unit when receiving a connection protocol change command from the IP call connection controller before completing the call connection according to the first protocol, and instructs the second protocol processing unit to execute call connection processing.