A method of diagnosing a PCJ solenoid valve includes determining whether a predetermined diagnostic condition is satisfied; performing diagnostic spraying by controlling the PCJ solenoid valve to cause the PCJ to spray oil for a predetermined diagnostic spraying time when the controller concludes that the predetermined diagnostic condition is satisfied; and diagnosing a failure of the PCJ solenoid valve by use of changes of oil pressure introduced to the PCJ or of PWM duty that controls an oil pump configured for pumping oil supplied to the PCJ after the diagnostic spraying from the PCJ.