A method of monitoring an EGR system includes setting up an ignition timing map depending on EGR efficiency when the EGR system operates normally. An output value reflecting the driving state of a vehicle is divided into an active area and an inactive area. A detected value of ignition timing depending on the occurrence of knocking for the active and inactive areas is learned and stored. When knocking occurs in the active area, a corrected value of ignition timing influenced by only the operation of the EGR system is extracted using the difference between the detected values of ignition timing learned in the active and inactive areas. The amount of variation in the EGR efficiency influenced by the operation of the EGR system is measured by measuring the EGR efficiency by applying the corrected value of ignition timing to the ignition timing map.