A method for diagnosing a purge valve of a canister purge system includes (a) determining whether a purge valve, which is installed on a purge pipe connecting a canister with an intake system of an engine, is open and whether a purge pump is running, wherein the purge pump is configured to pump evaporative emission captured in the canister toward the intake system, and (b) determining whether the purge valve is in a close stuck state, based on upstream pressure and downstream pressure of the purge pump, when the purge valve is open while the purge pump is running.