Methods of controlling connection establishment to transmit or receive AA/data in a wireless network are disclosed. A method of controlling connection establishment to transmit or receive AA/data in a first device of a wireless network, which includes a coordinator and at least one device, comprises transmitting connection request information required to request connection establishment with a second device and a connection request message which includes capability information of the first device to the second device, and receiving a connection response message from the second device in response to the connection request message. As well as message formats to said methods are disclosed.