An apparatus for cancelling a self-interference signal between a transmission antenna and a reception antenna is disclosed. The apparatus includes a first self-interference signal cancellation unit for cancelling a self-interference signal in consideration of a linear channel between the transmission antenna and the reception antenna, a second self-interference signal cancellation unit for cancelling a self-interference signal in consideration of nonlinear channel characteristic between the transmission antenna and the reception antenna or linear characteristic of a radio channel, and a controller for comparing a transmitted signal output from the transmission antenna and a received signal received by the reception antenna to provide a first coefficient to be applied to self-interference signal cancellation of a linear device in the first self-interference signal cancellation unit and a second coefficient to be applied to self-interference signal cancellation of a nonlinear device in the second self-interference signal cancellation unit.