A method for controlling a connection of a mobile device to a web server by an in-device web proxy includes transmitting a connection request to the web server when a web browser running on a first Operating System (OS) makes the connection request for connecting to the web server. The method also includes caching information included in a connection response when the connection response is received from the web server in response to the connection request. The method further includes transmitting the cached information matched to a new connection request to the web browser or the web server, when the web browser running on the first OS or a web browser running on a second OS different from the first OS makes the new connection request for connecting to the web server.