In this paper, an interval approach is presented to achieve perfect selectivity and maximum sensitivity in distance relay zones, considering uncertainties. For this purpose, first, the uncertainties affecting the settings of the three zones of a distance relay are discussed. Then, by using the Monte-Carlo simulation, the uncertainties are modelled and the impedances seen by the distance relay are obtained for internal and external faults of the protection zones. Under such conditions, the impedance seen by the relay is modelled as interval impedance for each zone of the relay. With interval impedance being known, an upper and a lower bound are obtained for each zone of the relay. Then, the settings of each zone are determined in such a way that at first, perfect selectivity is achieved between different zones of distance relays and second, the sensitivity of each zone is maximized. The sensitivity and the selectivity of the distance relay zones are defined based on the protection philosophy of these zones. The proposed interval method is applied on a sample 8-bus system, and the advantages of the proposed approach in comparison with conventional methods of setting distance relay zones are shown.