A formulation is presented for interval analysis of eigenvalue problems on the basis of the finite element sensitivity analysis and the representation of uncertainties involved in a structural system by a convex model. The first-order approximation is employed to express the response change due to the uncertainties that are assumed to be confined in a convex hull by means of the sensitivity analysis. The maximum and minimum of responses, by which the interval is bracketed, are searched on the convex boundary by the Lagrange multiplier method. The validity of the present formulation is demonstrated by a numerical example of the axial buckling load of an elastic straight column in the case of uncertain Young's modulus.