We report the angular dependence of magnetoresistance in two-dimensional electron gas at LaAlO$_3$/SrTiO$_3$ interface. We find that this interfacial magnetoresistance exhibits a similar angular dependence to the spin Hall magnetoresistance observed in ferromagnet/heavy metal bilayers, which has been so far discussed in the framework of bulk spin Hall effect of heavy metal layer. The observed magnetoresistance is in qualitative agreement with theoretical model calculation including both Rashba spin-orbit coupling and exchange interaction. Our result suggests that magnetic interfaces subject to spin-orbit coupling can generate a nonnegligible contribution to the spin Hall magnetoresistance and the interfacial spin-orbit coupling effect is therefore key to the understanding of various spin-orbit-coupling-related phenomena in magnetic/non-magnetic bilayers.
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