Disclosed is a method and device for controlling a power saving mode for applying the sleep mode for saving power consumption to the mobility of subscriber stations in a mobile communication network and a wireless Internet system. Subscriber stations entering the sleep mode are constantly grouped, listening intervals of the subscriber stations for each group are not superimposed, the existence state of traffic in the subscriber stations is independently notified for each group, and the overhead of signaling messages is minimized when the traffic is notified to the subscriber station in the sleep mode.