Now by combining the finite element analysis and interval mathematics, a new, non-probabilistic, set-theoretical models, that is interval analysis method is being developed in scientific and engineering communities to predict the variability or uncertainty resulting from the unavoidable scatter in structural parameters and the external excitations as an alternative to the classical probabilistic approaches. Interval analysis methods of uncertainty were developed for modeling uncertain parameters of structures, in which bounds on the magnitude of uncertain parameters are only required, not necessarily knowing the probabilistic distribution densities. Instead of conventional optimization studies, where the minimum possible response is sought, here an uncertainty modeling is developed as an anti-optimization problem of finding the least favorable response and the most favorable response under the constraints within the settheoretical description. In this study, we presented the non-probabilistic interval analysis method for the dynamical response of structures with uncertain-but-bounded parameters. Under the condition of the interval vector, which contains the uncertain-but-bounded parameters, determined from probabilistic statistical information or stochastic sample test, through comparing between the non-probabilistic interval analysis method and the probabilistic approach in the mathematical proof and the numerical examples, we can see that the region of the dynamical response of structures with uncertain-but-bounded parameters obtained by the interval analysis method contains that produced by the probabilistic approach. In other words, the width of the maximum or upper and minimum or lower bounds on the dynamical responses yielded by the probabilistic approach is tighter than those produced by the interval analysis method. This kind of results is coincident with the meaning of the probabilistic theory and interval mathematics.