The present invention relates to a wireless access system supporting millimeter wave (mmWave), and provides a transmission/reception beam scanning method, a channel state information feedback method, and devices supporting the same. According to an embodiment of the present invention, a method for scanning a transmission/reception beam by a millimeter wave (mmWave) terminal in a wireless access system supporting mmWave may comprise the steps of: performing long term beam scanning in period N; transmitting feedback information including a first transmission beam identifier (Tx beam ID) acquired through the long term beam scanning to a mmWave base station; receiving an upper layer signal including reception beam scanning configuration information allocated for short term beam scanning; and performing the short term beam scanning in a reception beam scanning area on the basis of the reception beam scanning configuration information.