A method of controlling an oxygen purge of a three-way catalyst (TWC) may include: rapidly adjusting, by a controller, an air-fuel ratio (AFR) at an upstream of the TWC to a target AFR when the oxygen purge of the TWC after a fuel cut-off is performed; and maintaining the target AFR until an oxygen purge finish time has passed. According to the method, concentration of NOx slipped from the TWC after the oxygen purge may be reduced.