We study mutual diffusion of associated electrolyte in water. A theory based on the Smoluchowski equation and on the mean spherical approximation is proposed. It is found to be valid up to molar concentrations. The values of the association constant obtained for ZnSO4 and MgSO4 aqueous solutions are consistent with further methods of measurements. Thanks to the elimination of fast variables method, the theory can be generalised to any association in solution. Comparison with molecular dynamics and Brownian dynamics simulations in the case of MgSO4 indicates that the pair is a global association phenomenon since it corresponds to several association phenomena (contact ion pair and solvent separated ion pair).