This paper presents a new approach for identifying interval fuzzy models, which enables estimating fuzzy model structures, parameters, and upper and lower bounds simultaneously and online. It is based on a filtered recursive least squares method combined with an incrementally evolving Gaussian clustering. The proposed method generates interval fuzzy models online, on the fly, and in an evolving manner. This means that the algorithm starts with no a priori information, evolves the structure of the model, adjusts the model parameters simultaneously, and computes the upper and lower intervals simultaneously. The fuzzy partitioning of the input–output data space is based on the eGauss + method; the parameters of the local linear models, which together form the fuzzy model, are determined using a recursive least squares method. The interval fuzzy model, used in a predictive manner as a single or multi-level predictor, can be successfully applied in on-line monitoring, fault detection, and the control of dynamic systems. The proposed identification procedure was used to identify the fuzzy interval model of two different processes: a simplified Hammerstein-type nonlinear dynamic process and a realistic industrial continuously stirred tank reactor.The main contribution and advantage of the proposed new method is the identification of an interval fuzzy model in an online manner, which means that the structural and parametric identification of nonlinear systems is done simultaneously and from the data stream. The structural and parametric uncertainties are modeled and integrated into the upper and lower fuzzy models, which form the fuzzy interval in which the measured data samples of the process output are located with a certain probability. The approach is limited to processes that have Wiener-Hammerstein structures.