A method of determining an abnormality of a differential pressure sensor which is configured to detect a pressure differential between an upstream side and a downstream side of an EGR valve provided to an EGR passage of an engine, is provided. The method includes the steps of controlling an opening of the EGR valve based on an output value of the differential pressure sensor, determining the abnormality of the differential pressure sensor based on the output value of the differential pressure sensor, controlling at least a throttle valve of the engine toward a closed side so that the pressure differential is maintained at a given pressure or higher when determining, and prohibiting the execution of the abnormality determination when an engine speed is a given engine speed or higher, and permitting the execution of the abnormality determination when the engine speed is less than the given engine speed.