Disclosed herein relates to a method and apparatus of sleep mode operation in a multi-carrier system. In a communication system of transmitting and receiving data using a multi-carrier including a primary carrier for transmitting and receiving control information and data and a secondary carrier using a radio frequency (RF) different from the primary carrier, a method of establishing a sleep mode operation through active primary and secondary carriers according to an embodiment of the present invention may include transmitting a sleep cycle ID (SCID), a listening window, and traffic indication inactive information indicating that an indication (TRF-IND) as to whether traffic is generated is not transferred to a terminal through the primary carrier, sending downlink data to the terminal through the active primary or secondary carrier during the listening window, and sending a listening window early termination indication indicating to early terminate the listening window of the primary or secondary carrier that has received the downlink data through the primary carrier to the terminal if the data sending is completed.