Sonata for Piano and Violin (1917) is the last composition in the lifetime of Claude Debussy (1862-1918). This work, based on Debussy’s all life experiences, reflects his own style, such as the vague tonality, the abundant harmony colouring, the changeable sound and delicate musical materials. These elements offer this sonata a wide variety of color, which make the diversity of sound become the point of interpretation of this work. This essay focuses on the musical analysis, interpretation and performance practice of Debussy's Sonata for Piano and Violin, which is presented in the following five chapters. The first chapter is about the motivation and the purpose of this Sonata. The second chapter will explore Debussy's life and how his musical style is influenced by the outside world. The third chapter is the musical analysis of Sonata for Piano and Violin. The fourth chapter is the interpretation of the performance. The last chapter is my conclusion. This essay aims to understand Debussy's life journey, his thoughts and the situation during his time, which can help the performer to interpret the music with proper timbre and emotions that the composer wanted to express.