A method of performing, by a multi-mode mobile station, MS, handover between heterogeneous radio access networks, the method comprising: transmitting a media independent handover, MIH, information request to a current access network connected to the multi-mode MS; acquiring a MIH information response including information about candidate target access networks from the current access network connected to the multi-mode MS; checking an authentication type of each of the candidate target access networks based on the MIH information response; generating a MIH pre-authentication request message in consideration of the authentication type, directly or indirectly transmitting the pre-authentication request message to a selected target access network among the candidate target access networks, when a signal level received from the current access network is lower than a first threshold value; directly or indirectly receiving a MIH response message including result information in response to the pre-authentication request message from the selected target access network; and performing handover to the selected target access network using the pre-authentication result information without any additional authentication process, when a signal level received from the current access network is lower than a second threshold value, wherein the first threshold value is set to higher than the second threshold value, wherein when the selected target network corresponds to an extensible authentication protocol, EAP, authentication type, the multi-mode MS does not include an identifier, ID, of the current access network and an ID of the authentication server of the current access network in the generated pre-authentication request message, and the pre-authentication result information excludes a home subscriber server, HSS, information, and wherein when the selected target network does not correspond to the EAP authentication type, the multi-mode MS includes the ID of the current access network and the ID of the authentication server of the current access network in the generated pre-authentication request message, and the pre-authentication result information includes the HSS information. transmitting a media independent handover, MIH, information request to a current access network connected to the multi-mode MS; acquiring a MIH information response including information about candidate target access networks from the current access network connected to the multi-mode MS; checking an authentication type of each of the candidate target access networks based on the MIH information response; generating a MIH pre-authentication request message in consideration of the authentication type, directly or indirectly transmitting the pre-authentication request message to a selected target access network among the candidate target access networks, when a signal level received from the current access network is lower than a first threshold value; directly or indirectly receiving a MIH response message including result information in response to the pre-authentication request message from the selected target access network; and performing handover to the selected target access network using the pre-authentication result information without any additional authentication process, when a signal level received from the current access network is lower than a second threshold value, wherein the first threshold value is set to higher than the second threshold value, wherein when the selected target network corresponds to an extensible authentication protocol, EAP, authentication type, the multi-mode MS does not include an identifier, ID, of the current access network and an ID of the authentication server of the current access network in the generated pre-authentication request message, and the pre-authentication result information excludes a home subscriber server, HSS, information, and wherein when the selected target network does not correspond to the EAP authentication type, the multi-mode MS includes the ID of the current access network and the ID of the authentication server of the current access network in the generated pre-authentication request message, and the pre-authentication result information includes the HSS information.