A system and a method of diagnosing a secondary air injection apparatus may include an intake line supplying air to an engine, an exhaust line exhausting exhaust gas, a secondary air injection (SAI) line branching off at a branch point of the intake line and being joined to the exhaust line at a joining point of the exhaust line, a first pressure sensor mounted at the intake line to detect pressure or amount of intake air flowing through the intake line, a catalytic converter, a first oxygen sensor mounted at the exhaust line, an SAI pump mounted at the SAI line and pumping the air flowing through the intake line to the SAI line, an SAI valve mounted at the SAI line and selectively communicating the SAI line with the exhaust line, and a control portion controlling the SAI pump and the SAI valve to perform catalyst heating.