A proximity switch comprises two magnetic field sensors for detecting an roach of a machine having a magnet. The two sensors are arranged in such a way that one of the sensors is at a smaller distance from the machine than the other sensor when the machine is in a detectable distance so that each of the two sensors responds to the approach of the magnetic field of the machine and outputs a detected signal based on the electrical output characteristics of the sensor. The detected signals from both sensors are fed to a differential circuit for generating a differential signal. In order to compensate interference field, the differential signal due to the magnetic field of the machine is set greater than the differential signal generated from the interference field. A circuit for converting the differential signal into an output signal is provided for the proximity switch.