If a current transformer saturates when transforming the heavy current, there are sections when the magnetic core is saturated, thus leading to enormous measurement errors. The errors have a huge negative effect on the relay protection and electrical measurements. In order to correct the errors, instants of saturation and moments when the saturation ends need to be detected. This paper proposed a new method to identify the saturation moments. It shows the way based on three order difference to predict the secondary current. If the prediction value doesn’t equal to the measurement value, the saturation moment is detected. In addition, this paper presents a saturation criterion to enhance the detection accuracy. It can overcome the effect of noises and sudden change of sample values. The method is verified through the simulations based on Matlab platform and its maximum error is only 0.78ms when processing steady saturation.