Methods to transmit and receive a paging message in a wireless communication system are provided. In a method to transmit a paging message, a Base Station (BS) transmits a paging message including identifier and location information of a userequipment (UE) to be paged to the UE and receives a paging response message from the UE in response to the paging message. In a method to receive a paging message, the UE switches from a dedicated frequency band for a specific service to a non-dedicated frequency band during a predetermined period or paging gap and checks whether or not a paging message has been received from the BS over the non-dedicated frequency band.