The invention discloses a digital cable broadcast receiver and a method for automatically processing caption data. The digital broadcast receiver comprises a demultiplexer for dividing a received broadcast stream MPEG-2 into video data, audio data, supplementary information including event information table EIT and procedure mapping table PMT containing a caption service mark, a controller for determining whether caption data included in the video data is digital caption data or analog caption data on the basis of caption information included in the supplementary information, and outputting a control signal according to a result of the determining, and a digital caption decoder for extracting and decoding digital caption data from the video data according to the control signal, wherein the caption service mark contains a plurality of caption service information in the MPEG-2, language information and digital hiding caption service corresponding to the caption service or the information existing in an analogy shading caption service according to the video data of EIA708.