A method of transmitting a training signal in a Wireless Local Area Network (WLAN) system includes generating one or more first training signals for a first destination station and one or more second training signals for a second destination station by applying a mapping matrix P to a training signal generation sequence, mapping the first training signals and the second training signals to a plurality of antennas according to an antenna mapping matrix, and performing Inverse Fast Fourier Transform (IFFT) on each of the first training signals and the second training signals mapped to the plurality of antennas and transmitting the training signals through the plurality of antennas.