A power loss measuring system is provided for measuring power loss in a harmonic filter included in a High Voltage Direct Current (HVDC) transmission system. The power loss measuring system may include a harmonic filter, a monitoring sensing unit, and a controller. The harmonic filter may include a plurality of elements. The monitoring sensor unit may sense variation in impedance of each of the plurality of elements. The controller may obtain power loss in the harmonic filter using amount of variation in impedance of each of the plurality of elements.