A protocol for a peer power save mode (PPSM) in a tunneled direct link setup (TDLS) wireless network and a system therefor are provided. A station (STA) set up a TDLS link can send a frame having a power management bit set to a peer STA to enter into a power save mode (PSM). In this case, the station entering into the PSM operates in a PPSM client mode. When the peer STA operates in the PPSM client mode, the STA can operate in the PPSM access point (AP) mode or can enter into the PPSM client mode. The STA operating in the PPSM AP mode buffers data for the STA operating in the PPSM client mode and informs the peer STA of information indicating that there is buffered data by the use of a peer traffic indication frame or the like. In principle, a U-APSD procedure can be applied to the transmission of data through a direct link from the STA operating in the PPSM AP mode to the STA operating in the PPSM client mode.