A method of controlling an exhaust gas recirculation (EGR) system for preventing a valve from sticking may include performing, by an ECU, an EGR Cooler By-Pass Valve (ECB V/V) normal mode for operating an ECB V/V under a low temperature and low load condition to prevent fouling of an EGR cooler and overcooling of an EGR gas, when an EGR is controlled with a vehicle driven, and performing, by the ECU, an ECB V/V self-cleaning mode for operating an ECB V/V in consideration of an engine condition when the OFF-state of the ECB V/V is determined and an ECB V/V sticking detection mode for detecting sticking of the ECB V/V in continuous performing, cold performing, and in-driving performing in consideration of an opening amount of the ECB V/V when a fixed state of the ECB V/V is determined.