Currently, accurate on-line leakage detection of pressure relief valves (PRVs) is still a challenge. This study presents an innovative method of detecting PRV leakage by generating sounds with a crest at a frequency of 32.7 kHz and a trough at a frequency of 25.0 kHz using specially designed cavity-shaped whistles. The accuracy of the leakage detection using the proposed method was superior to that of the commercial acoustic emission method. On the one hand, this is because the interference by the leakage jet noise could be alleviated by the discernable sound spectrum generated using cavity-shaped whistles. On the other hand, this is because the occurrence of the crest (32.7 kHz) and trough (25.0 kHz) of the generated sounds was independent of the leakage flow rate, leakage channel size, and sensor location. The integration of the cavity-shaped whistle with the PRV showed negligible effects on the PRV dynamic performance. The proposed method showed great potential for the leakage detection of the PRV given its advantages of low cost, high sensitivity and good accuracy.