This study presents a methodology that allows examining the differential protection of power transformers through computational simulations and numerical relay tests. Using that purpose, the alternative transient program (ATP) was used as a computational tool to perform several different events, which the power transformers are submitted to, and that can cause mal-operation of its differential protection, such as: external and internal faults, inrush current and saturation of current transformers (CTs). A testing system was implemented in laboratory, which consisted in simulating the power system in ATP (power transformer, CTs and faults modes) and applying the simulated signals through a programmable test set to a commercial relay to evaluate their response to these events. The main results of the behaviour of transformer protection relay under the tested transients are presented and discussed in this work.