This paper proposes a distributed set-membership approach based on zonotopes for interconnected systems with coupled states and unknown-but-bounded uncertainties (both state disturbances and measurement noise). The objective of the distributed set-membership approach is to find a sequence of distributed zonotopes to bound uncertain states of each subsystem (called agent) instead of making use of a single zonotope to bound all the uncertain states. In the proposed approach, these distributed state bounding zonotopes are only corrected by their own measurement outputs. To predict the state at the next sampling time, each agent sends its own state-bounding zonotope to its neighbors. For achieving robust state estimation, we propose a novel optimization problem based on the P-radius minimization criterion. Finally, the effectiveness of the proposed approach is provided with a numerical example. © 2018 IEEE.