This manuscript primarily focuses on the design of stealthy attacks based on innovations in cyber-physical systems. For multi-sensor systems, an optimal stealthy false data injection attack strategy is proposed, combining the attacker’s modified historical innovations with the system’s current innovations, thereby enabling the evasion of detection mechanisms across arbitrary measurement windows. Subject to the constraint of maintaining stealthiness, the attack maximizes the system state estimation error covariance, reformulating the optimal attack design as a constrained optimization problem that significantly degrades system performance. Unlike existing research on multi-sensor systems, an attack strategy is introduced that leverages the attacker’s modified historical innovations and the system’s current innovations, requiring less prior knowledge while achieving superior attack effectiveness. Finally, two simulation examples are presented to validate the effectiveness of the proposed method and confirm the theoretical results.