A method for power management of a CPU and a system thereof, which drive the CPU to enter a more efficient power saving state are disclosed. A chip of the present invention sends a first control signal to drive the CPU to wake from a non-snooping sleep state and enter a normally executing instruction state as well as a system management mode to execute a system management interrupt routine. Then the chip enables an arbiter to transmit a bus master request to the CPU for processing. After completing the processing of the bus master request, the chip disables the arbiter and the CPU drives the chip to send a second control signal to drive the CPU to return to the non-snooping sleep state according the system management interrupt routine.