This paper proposes an interval observer-based sensor fault detection and isolation (FDI) approach for the closed-loop systems. In this proposed approach, residuals are defined in such a way that their components are independent of each other at the time instant after fault occurrence, namely kf + 1, where kf denotes the fault occurrence time instant. In this way, it is guaranteed that at kf + 1 the changes in each component of the residuals are only related to the fault in the corresponding sensor. By detecting the threshold violation of the corresponding residual interval components, the proposed method can detect and isolate sensor faults at that time instant. At the end of this paper, a numerical example is used to present the effectiveness of the approach.