A time shift apparatus and method for a digital multimedia broadcasting (DMB) terminal are disclosed wherein bookmarks are automatically placed at individual programs during time-shift recording of broadcast data, thereby enabling movement between programs. A broadcast data recording method comprises performing, in response to a request for a time-shift/bookmark operation during reception of DMB broadcast data, a time-shift operation; finding start times of individual programs in the broadcast data during the time-shift operation; and inserting a bookmark at each program and storing the broadcast data.