In the previous analysis of the dual sign algorithm (DSA), Gaussian signals were assumed. When the desired response contains additive impulsive interference, however, the analysis seems to be inadequate. In this letter, performance analysis of the DSA is considered when the signals are zero-mean stationary Gaussian, and the additive noise of the desired response is zero-mean stationary contaminated-Gaussian (CG). Through computer simulations, our analysis is validated. It is also shown that the DSA is less vulnerable to impulsive interference than the least-mean square (LMS) algorithm.