The electronic states near a surface or a domain wall in the p_x pm i p_y -wave superconductor are studied. This state has been recently suggested as the superconducting state of Sr_2 Ru O_4. The p_x pm i p_y-wave paring state breaks the time reversal symmetry and induces a magnetic field. The obtained temperature dependence of the magnetic field is consistent with the observed mu SR data.