A high-voltage relay system for a vehicle is provided. The system includes a relay, a first contact part positioned between a battery and a power converter, a voltage application unit, and a second contact part positioned between the voltage application unit and the ground. A first resistor is connected, at a first end thereof, in series to a second end of the second contact part and connected, at a second end thereof, to the ground. A controller operates the relay in response to an ON/OFF control signal to short-circuit or open the contacts at both ends of the first contact part or the contacts at both ends of the second and determines whether the relay fails based on the type of the ON/OFF control signal and the voltage value between both ends of the first resistor.