A method is provided for a first terminal performing connection capability exchange in a wireless communication system. The method includes transmitting, to a second terminal, a P2P probe request frame for a service discovery, receiving, from the second terminal, a P2P probe response frame for the service discovery, establishing of a connection with the second terminal and forming an ASP session with the second terminal. The P2P probe request frame and the P2P probe response frame include connection capability exchange information and establishing the connection is performed based on the connection capability exchange information.