This paper proposes a guaranteed robust bounded-error distributed estimation algorithm. It may be employed to perform parameter estimation from data collected in a network of wireless sensors. The algorithm is robust to an arbitrary number of outliers. Using interval analysis, one is able, provided that the network is connected, to evaluate at each sensor, an outer approximation of the set of all parameter values which are consistent with a given number of measurements, and with noise bounds. An application to a robust distributed source localization problem is considered.