A method for performing a Discontinuous Reception (DRX) operation by a connected mode User Equipment (UE) in a mobile communication system. The method includes waking up at a wake-up timing, and determining whether an incoming data indication is received from a Node B; reestablishing uplink synchronization upon receipt of the incoming data indication; and waking up after sleeping for a time from the incoming data indication reception timing, receiving a transmission resource allocation message from the Node B, and receiving downlink data over allocated transmission resources.