Implement the web service using the jax-ws with cxf InInterceptor as following
@WebService(serviceName = "HelloService",
portName = "HelloServicePort",
name = "HelloService",
endpointInterface = "simple.service.HelloService",
targetNamespace = "urn:common:hello")
@InInterceptors(interceptors="org.apache.cxf.interceptor.LoggingInInterceptor")
public class HelloServiceImpl implements HelloService {
@WebMethod
public String sayHello()

}

The META-INF/MANIFEST.MF is as following
Manifest-Version: 1.0
Dependencies: org.jboss.ws.cxf.jbossws-cxf-client services export

The web service is working fine but the interceptor is not firing. Tested in jboss 7.1.1 Final and 7.1.0 Final.

The jbossws-cxf module does no have the test case for the interceptor annotation.