A new identification method for a linear discrete-time closed-loop system is proposed based on an output over-sampling scheme. When the system outputs are over-sampled the new output sequences would contain more information about the plant structure. Using general least squares method (GLS) the plant over-sampled model should be recognized. Then the original plant model should be obtained by its relationship with the over-sampled model. Compared with conventional approaches the advantage of the new method is that even if the ordinary identifiability conditions are not satisfied, a close-loop system can be identified by using the oversampled output without utilizing any external test signal. Accuracy analysis shows the relationship between the estimation error and the over-sampling rate. Numerical simulation illustrates its effectiveness.