A method of controlling connection establishment to transmit or receive audio/video (A/V) data in a wireless network is provided. The method of controlling connection establishment to transmit or receive A/V data in a first device of a wireless network that includes a coordinator and at least one device includes 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.