A method and apparatus for constructing and playing a sensory effect media integration data file in which media type information indicating a type of media data and a sensory effect indicator configured to indicate whether sensory effect information is included or not are inserted in a file type field, configuration information representing an attribute of at least one media data is inserted in a configuration information container field, a coded stream of the media data is inserted in a media data container field, and the sensory effect information is inserted in one of the file type field and the configuration information container field according to a relationship between sensory effects and the media data.