A method is provided for predicting NOx loading at a DeNOx catalyst by which a NOx amount actually stored in the DeNOx catalyst can be precisely predicted and to an exhaust system which controls a regeneration timing of the DeNOx catalyst and amount of a reducing agent which is injected by using the method. The method may include calculating mass flow of NOx stored at the DeNOx catalyst, calculating mass flow of NOx thermally released from the DeNOx catalyst, calculating mass flow of NOx chemically released from the DeNOx catalyst, and calculating NOx amount actually stored at the DeNOx catalyst by using the mass flow of NOx stored at the DeNOx catalyst, the mass flow of NOx thermally released from the DeNOx catalyst, and the mass flow of NOx chemically released from the DeNOx catalyst.