A system and method for preventing a failure of an exhaust heat recovery device are provided. The method includes operating a sole exhaust heat recovery mode when cooling water has a temperature less than a warm-up reference temperature to introduce all exhaust gas flowing from a DPF into the exhaust heat recovery device where the exhaust gas exchanges heat with the cooling water. Additionally, a passage through which the exhaust gas bypasses the exhaust heat recovery device is opened when the exhaust gas at a rear of the DPF has a temperature greater than the warm-up reference temperature during the sole exhaust heat recovery mode.