Closed-loop identification is important and necessary to various model-based advanced process control strategies, whose performance depends greatly on the informative property of the data set. Switching control is an important method in process control. Therefore, this paper studies the informative property of a data set in a single-input single-output (SISO) closed-loop system with a switching controller. It is proved that this data set is informative if the controller switches among at least two modes (i.e., feedback laws). Our result does not require any assumption on the way of switch and removes the constraints on the switching manner required in some classical literature. Finally, simulation case studies based on a continuous stirred-tank reactor (CSTR) process are given to validate the results.