Bandwidth allocation is an important element in achieving a desirable performance in both wired and wireless networks. Despite such basic requirement, IEEE 802.16e-2005 does not specify an algorithm or mechanism to support Worldwide Interoperability for Microwave Access (WiMAX) network, includes both uplink (UL) and downlink (DL) directions. This has inspired many interests to find ways in solving the issue of Quality of Service (QoS) in WiMAX. In order to improve the QoS of WiMAX demand, the QoS of WiMAX system should be optimized. Therefore, in this research, a new bandwidth allocation mechanism for WiMAX network is proposed, and it is called as On Demand Bandwidth Allocation (ODBA). The proposed mechanism design has the management module in the Subscribe Station (SS), which is for management UL bandwidth, and one new module in the Base Station (BS). This includes UL/DL bandwidth allocation and service flow schedule. We tested the new mechanism by running in the simulation of OMNET++. As the results show that the ODBA mechanism has reduced the queuing delay and increase the throughput of WiMAX network.