A method of transmitting a broadcast signal, according to an embodiment of the present invention, includes: compressing headers of first IP packets including first broadcast data; generating first link layer packets including the header-compressed first IP packets and second link layer packets including second IP packets containing second broadcast data; generating third link layer packets including link layer signaling information providing information necessary to process the first link layer packets and the second link layer packets; and generating one or more broadcast frames including the first link layer packets, the second link layer packets and the third link layer packets.