This paper investigates the robust fault diagnosis problem for vehicle lateral dynamics, which play a key role in vehicle stability and driving safety. The proposed fault diagnosis system consists of two sub-systems: fault diagnosis observer and robust threshold. By treating faults as disturbances, Disturbance/Uncertainty Estimation technique is used as fault diagnosis observer to generate residuals. Considering that residuals of model-based fault diagnosis are subject to the effect of uncertainties and consequently large false alarm rate may be resulted in, a novel robust threshold is then proposed based on reachability analysis technique for uncertain systems. The proposed fault diagnosis system is finally applied to the accelerometer and gyrometer sensor fault diagnosis problem of vehicle lateral dynamics, where initial states and velocity are considered to be uncertain. Simulation study verifies the effectiveness of the proposed fault diagnosis system.