A wireless LAN system in which data communication between a wireless station whose connection method as a method for wireless connection can be set to one of a plurality of connection methods and a wireless access point whose connection method can be set to one of the plurality of connection methods is made possible by setting the connection method of the wireless station to the connection method of the wireless access point, the wireless station including: a method switching system that is configured to switch the connection method of the wireless station, for the wireless connection to the wireless access point, to each of the plurality of connection methods in turn at preset time intervals; an announcement transmission system that is configured to transmit, on each switching of the connection method by the method switching system, announcement data according to the switched connection method for announcing the switched connection method to devices around the wireless station; and a method setting system that stops the connection method switching by the method switching system when notification data, for notifying the wireless station that wireless connection by use of the same connection method as the transmitted announcement data is possible, is received during a period between the transmission of the announcement data by the announcement transmission system and the connection method switching by the method switching system to the next connection method and thereby sets the connection method in use at the time the connection method is stopped as the connection method to be used for the wireless connection to the wireless access point; wherein: the wireless access point includes an announcement collection system that is configured, for a prescribed period of time, to collect the announcement data according to each of the plurality of connection methods and register the collected announcement data; and after the prescribed period and the collection of the announcement data by the announcement collection system is finished, the wireless access point is configured to check whether the received announcement data has already been registered or not and a notification transmission system of the wireless access point is configured to transmit notification data to a wireless station transmitting announcement data according to the same connection method as announcement data included in the collected announcement data which has already been registered (S350: YES). a method switching system that is configured to switch the connection method of the wireless station, for the wireless connection to the wireless access point, to each of the plurality of connection methods in turn at preset time intervals; an announcement transmission system that is configured to transmit, on each switching of the connection method by the method switching system, announcement data according to the switched connection method for announcing the switched connection method to devices around the wireless station; and a method setting system that stops the connection method switching by the method switching system when notification data, for notifying the wireless station that wireless connection by use of the same connection method as the transmitted announcement data is possible, is received during a period between the transmission of the announcement data by the announcement transmission system and the connection method switching by the method switching system to the next connection method and thereby sets the connection method in use at the time the connection method is stopped as the connection method to be used for the wireless connection to the wireless access point; wherein: the wireless access point includes an announcement collection system that is configured, for a prescribed period of time, to collect the announcement data according to each of the plurality of connection methods and register the collected announcement data; and after the prescribed period and the collection of the announcement data by the announcement collection system is finished, the wireless access point is configured to check whether the received announcement data has already been registered or not and a notification transmission system of the wireless access point is configured to transmit notification data to a wireless station transmitting announcement data according to the same connection method as announcement data included in the collected announcement data which has already been registered (S350: YES). the wireless access point includes an announcement collection system that is configured, for a prescribed period of time, to collect the announcement data according to each of the plurality of connection methods and register the collected announcement data; and after the prescribed period and the collection of the announcement data by the announcement collection system is finished, the wireless access point is configured to check whether the received announcement data has already been registered or not and a notification transmission system of the wireless access point is configured to transmit notification data to a wireless station transmitting announcement data according to the same connection method as announcement data included in the collected announcement data which has already been registered (S350: YES).