A method of saving power of a station in wireless network is provided. The station comprises a connectivity module, a central processing unit, and peripheral devices. The method includes: upon receiving a wake-up signal, powering on the connectivity module, the central processing unit, and the peripheral devices; performing the central processing unit and the peripheral devices in a connection state; performing the connectivity module in an authenticated state; and upon a condition that there is no data to be transferred to the station or after the station transmits and receives all needed data, performing a sleep mode to power off the connectivity module, the central processing unit, and the peripheral devices.