Proposed is a method and system for controlling an Exhaust Gas Recirculation (EGR) device in high-load driving, and an internal combustion engine vehicle including the system. The method of controlling an EGR device in high-load driving compares a ratio of pressures at a front end and a rear end of a throttle valve with a preset critical value that is a reference for determining high-load driving, performs Wide Open Throttle (WOT) control for fully opening the throttle valve when the ratio of pressures is larger than the preset critical value, determines whether engine torque due to the WOT control and use of EGR satisfies torque requested by a driver, and corrects throttle opening or stops use of EGR, depending on whether the engine torque due to use of EGR together with the WOT control satisfies the requested torque.