A method of providing security of a relay station is disclosed, by which the security can he provided for the relay station in a broadband wireless access system having the relay station. In a mobile communication system to relay a signal transfer between a base station and a mobile station, the present invention includes the steps of performing a relay station authentication from an authentication server using an authentication protocol, receiving a master key from the authentication server, deriving an authentication key from the received master key, deriving a message authentication code (MAC) key using the derived authentication key, and relaying a signal exchanged between the mobile station and the base station using the derived message authentication code key.