A method of transmitting a broadcast signal, the method comprising: generating at least one first link layer packet including data packets that include broadcast data; generating at least one second link layer packet including link layer signaling information; and transmitting the broadcast signal including the at least one first link layer packet and the at least one second link layer packet; wherein the generating the at least one first link layer packet comprises: performing selectively header compression on the data packets, wherein, when the data packets are Transport Stream, TS, packets, a header of the at least one first link layer packet includes first information to identify a number of the TS packets and second information to identify whether or not an additional header is present in the at least one first link layer packet, wherein, when the second information identifies that the additional header is present, the additional header includes information to identify whether the header compression is performed on the TS packets, and wherein, when the data packets are Internet Protocol, IP, packets, information to identify whether the header compression is performed on the IP packets is included in the header of the at least one first link layer packet. generating at least one first link layer packet including data packets that include broadcast data; generating at least one second link layer packet including link layer signaling information; and transmitting the broadcast signal including the at least one first link layer packet and the at least one second link layer packet; wherein the generating the at least one first link layer packet comprises: performing selectively header compression on the data packets, wherein, when the data packets are Transport Stream, TS, packets, a header of the at least one first link layer packet includes first information to identify a number of the TS packets and second information to identify whether or not an additional header is present in the at least one first link layer packet, wherein, when the second information identifies that the additional header is present, the additional header includes information to identify whether the header compression is performed on the TS packets, and wherein, when the data packets are Internet Protocol, IP, packets, information to identify whether the header compression is performed on the IP packets is included in the header of the at least one first link layer packet. performing selectively header compression on the data packets, wherein, when the data packets are Transport Stream, TS, packets, a header of the at least one first link layer packet includes first information to identify a number of the TS packets and second information to identify whether or not an additional header is present in the at least one first link layer packet, wherein, when the second information identifies that the additional header is present, the additional header includes information to identify whether the header compression is performed on the TS packets, and wherein, when the data packets are Internet Protocol, IP, packets, information to identify whether the header compression is performed on the IP packets is included in the header of the at least one first link layer packet.