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Short message service (SMS) has two main features, namely small-sized SMS packet and high acceptable-delivery delay. For these features, this paper proposes an efficient transmission scheme for SMS in IEEE 802.16 systems. In order to reduce a message overhead, the proposed scheme exploits the existing connection instead of generating a new connection. In addition, it adopts the piggyback scheme with a periodic control message for the bandwidth request to reduce the message overhead and probability of collisions. From the simulation results, the proposed scheme has been shown to reduce the message overhead of the conventional scheme by about 99 %.