A method for detecting coverage loss in a broadband wireless access system is disclosed, which recognizes a connection state between a mobile station (MS) and a base station (BS), and provides a method and apparatus for quickly performing network re-entry when the MS moves out of a coverage area of the BS. A method for allowing a base station to perform coverage loss detection of a mobile station in a broadband wireless access system includes unsolicitedly transmitting a first message wherein a bit for requesting ranging execution is set, to the mobile station, and upon receiving a second message for confirming the ranging from the mobile station prior to expiration of a first timer that begins to operate when the first message is transmitted, restarting operating a second timer established for the mobile station.