The power measurement and analysis system of a mobile device includes: a mobile device collecting operation information of components operating in accordance with execution of an application; a measurement and analysis device supplying power to the mobile device and measuring the entire power consumption amount of the mobile device; and a learning server receiving the operation information of the components from the mobile device and the entire power consumption amount from the measurement and analysis device, learning a component state estimation model using the operation information of the components and the entire power consumption amount, and providing the learned component state estimation model to the measurement and analysis device. The measurement and analysis device estimates component states by inputting the entire power consumption amount of the mobile device to the component state estimation model, and calculates power consumption of each of the components in real time.