The present invention relates to method and apparatus of recording a multi-channel data stream on a recording medium in such a manner that substreams of digital channels constituting the multi-channel data stream can be distinguished each other in reproduction. The present recording method separates a multi-channel stream composed of substreams belonging to a plurality of channels into individual substreams, records the individual substreams separately by channel in a single or plural stream objects allocated in a recording medium, and creates as many files as the number of channels for the single or plural stream objects. The present method makes it possible to selectively search and reproduce each substream among a recorded multi-channel stream through file selection, thereby improving use convenience of a recording machine such as a digital video recorder.