Let $Γ$ be a finite group acting transitively on $[n]=\{1,2,\ldots,n\}$, and let $G=\mathrm{Cay}(Γ,T)$ be a Cayley graph of $Γ$. The graph $G$ is called normal if $T$ is closed under conjugation. In this paper, we obtain an upper bound for the second (largest) eigenvalue of the adjacency matrix of the graph $G$ in terms of the second eigenvalues of certain subgraphs of $G$ (see Theorem 2.6). Using this result, we develop a recursive method to determine the second eigenvalues of certain Cayley graphs of $S_n$ and we determine the second eigenvalues of a majority of the connected normal Cayley graphs (and some of their subgraphs) of $S_n$ with $\max_{τ\in T}|\mathrm{supp}(τ)|\leq 5$, where $\mathrm{supp}(τ)$ is the set of points in $[n]$ non-fixed by $τ$.