According to the sounding rocket experiment conducted at Hainan ionospheric observatory (19.5° N, 109.1° E), a valley between the E layer and F layer in the ionospheric electron density profile is observed and presented. The sounding rocket was launched in the morning (06:15 LT) on 7 May 2011, and the observed electron density profile outside the valley agrees with the simultaneous observation by the DPS-4 digisonde at the same station. The width of the observed valley was about 42 km, the depth almost 50%, and the altitude of the electron density minimum 123.5 km. This is the first observation of the E–F valley in the low-latitude region in the East Asian sector. The results are also compared with models, and the physical mechanism of the observed valley is discussed in this paper.